Notifications look like this in lower right of my Win 10 Home desktop. I'm using Chrome browser; I think it's from Windows, not Chrome; it's happening even when I close the gmail tab in Chrome.
In Gmail itself, I have notifications turned off, as shown here: That covers the only solution in this reported question/answer: How to stop windows 10 action center from notifying me whenever I receive an email?
Just in case it's Chrome and not Windows, I also used the advanced notification settings in Chrome and have gmail.com blocked there.
This seemed to have just started a few days ago, and I'm finding it very annoying.