Long, long time ago. before everyone carried a smartphone with more computing power than some big monstrous mainframe type gizmo....

If memory serves, and it might not....
When you were running a program - now called an APP -- and it encountered an error - usually when you tried to close the program, if a child (a "child" being a sub-process of the program) tried to shut down in the wrong order, that error would show up on the screen.... Some programmer MUCH smarter then me, and with a sense of humor must have written the coding that made that particular error message show up in a little "pop -up" window.
I always just pictured some little kid jumping out an actual window to run off and play...