Weird, I don't remember ever seeing that and I don't have a last name set. Can't you just "confirm" it not to include a last name?

What happens if you click "Get Started" (and take no action after doing so, just return home) - does that dismiss further prompts?

Weird, I don't have that.

You can try to add a "last name", and then remove it. I think I put an initial at some point.