How the hell did my ISP just send me an unprompted message on my PC?

>I opened my browser today & somehow, my ISP sent me a message box inside my browser telling me Im nearing my data cap for the month. How the hell did they do that? How can they get to my PC, inside my browser & send me a message?

Edit: It wasnt the very first page I opened. The message box only appeared once I started a video stream in a new tab.

Edit 2: Ok, have some clarity now. Apparently my VPN was actually off & this message only popped up once I visited a page not using https. So from the great answers here (thanks for the responses), it seems my ISP intercepted my traffic, injected a JavaScript message box, and sent it back to me. Very creepy, but hey, thats ISPs for ya.

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