I'm getting a message that apple cannot check it for malicious software. Message says the software needs to be updated. See image attached. Help!
Yet another Catalina tale of woes !
See that small magnifying glass on the upper right ?
Hit it and type catalina and the wondrous forum will gather up those tales for you so you can peruse and see that a couple of people have found ways around it.
Bob.
There is no magnifying glass in the cell phone version 
In that case, use the forum menu (three horizontal lines).
Please see this bug ticket for details:
This is the expected message due to the IDE software not being notarized and does not indicate any real danger. You can safely run the IDE by following the instructions at the link above. Arduino is working to get the notarization done to fix this issue properly in the near future.