I am using HP Pavilion laptop from last year and have no issues regarding its software and hardware or you can say that I have no proper knowledge about these technical related things but now when I get certain warning or information written on my laptop before opening it properly then I think it is the right time to ask my query here.

Whenever I want to open my laptop and press on button then after it, A screen of black color with white words appear on my screen which describes that my hard disk is not properly installed and there is an F30 error come with a website address in blue color which does not make any sense to me because after that I shut down directly and again open it but this time my laptop open properly.

I hope you understand my problem and help me with this situation.

First the error message is correct for many HP models when there is a disk problem. HP has added their support number to that screen.
You can research that with https://www.google.com/search?&q=hp+f30+hard+disk+error

Now some want to assert the drive is OK because it works the next time. You tell them the drive is failing but some won't accept that until the drive has failed completely.

This is your chance to save what you have on that drive and clone it to another drive. I suggest a move to SSD at this time.

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