When I was creating the bootable media for install it, I downloaded the .iso and .iso.sig from any mirror that is near. I followed the things about verification of .iso but I got some errors and gave up.
There's two different things. The checksum and the GnuPG signature. If you used the GnuPG method to check the signature I can imagine you got a warning because of the GnuPG key owner trust and that's actually expected behavior and should not worry you. Normally when you exchange GnuPG keys with a person in real life, you can compare key fingerprints and after that you would set the owner trust yourself for their key, but with downloaded iso images this is a different use case though if you really want you can set the owner trust to make the warning go away.