I think the class is defined here: https://github.com/joomla/joomla-cms/blob/4.0-dev/build/media_src/mod_sampledata/js/sampledata-process.es6.js#L62
The rest is CSS.

Is it the wrong class or is the CSS wrong?

It's not the CSS that's wrong, it's the type attribute:

<joomla-alert type="info"></joomla-alert>

The type should be success, not info

Ah, then I'm out as I don't know where that comes from. Must be somewhere in the JS stuff.

Also 'success' or 'error' should be translated in the message.

@C-Lodder changing the type attribute from info to success in https://github.com/joomla/joomla-cms/blob/4.0-dev/plugins/system/stats/layouts/message.php does not work out in my local machine. Are there any more changes to be done apart from the one above ??

You'll most likely need to change the JS

JS in which file?

The JS file involved is https://github.com/joomla/joomla-cms/blob/4.0-dev/build/media_src/mod_sampledata/js/sampledata-process.es6.js
After any modification you need to run the npm commands to compile that thing. Don't ask me details ?

How do I check whether my changes are implemented or not because the Sample data installation process is a single time process and cannot be reverted back??

You can install it as many times as you want. But you need to delete the created categories and items so you don't get an error (because the item already exists).
It also works if you have a backup of the original database that you can restore.

@Bakual I deleted all the created categories but it is still giving me the error on install. What's the other way round

Either manually delete all created items (categories, articles, menuitems, ...), use a database backup of a previous state or drop the database tables and do a fresh installation. That's about the variants.

Delete in this order:
First: Menus (that will also delete the menu items). Do not delete the default mainmenu.
Second: Articles
Third: Categories

https://github.com/joomla/joomla-cms/blob/4.0-dev/build/media_src/mod_sampledata/js/sampledata-process.es6.js#L62 imho concerns the progress bar and not the body of the message.

Ok, I have a patch for that. Creating PR now.

Patch for which issue? @infograf768

the colour for the background of the messages should be greenish instead of blue. The issue stated by the OP.
I.e. to obtain

PR ready in a few minutes.

May I help with that ?
Please suggest me the changes I'll more than willing to generate the PR asap.

Already done. Please test #23726
Closing as we have a patch