This simply means that some other command running somewhere else on the system is running dpkg (your bottom line package installer). Check all terminal tabs / software center / software updater stuff to see if you have any commands that have not terminated, such as:
apt upgrade
apt install xyz
apt -f install
dpkg xyz
...
As mentioned by user535733, turning off your computer is probably not the best idea, since if something is running in the background, shutting down the computer could result in dependency issues which prevent the computer from starting.
Other ideas for finding running dpkg or apt commands include looking in top / htop, or simply running
ps -e | grep dpkg
ps -e | grep apt