No need to check the signature since I already downloaded from the original website. Electrum.org and I double verified before I downloaded. Also, I changed the name of the setup. thing is really weird because I am not connecting to this server at all. I get this msg even when I am into a different server.
What kind of verification that you did? Checking the site name twice?
Remember that it is also possible that your DNS was hijacked, so you've download a malicious app. I'd rather verify it just to be safe.
Excuse me... So even you cannot be sure in security! For example, before installing electrum you need to install a correct OS. How can you be sure your OS is real! Maybe you downloaded your OS ( for example, ubuntu) not from real ubuntu.com, but someone hijacked your DNS...