Opera does not provide its own malware blacklists. You can see which list provider has detected the malware by clicking the “Why was this page blocked?” link on the warning page in Opera.
You can report it to most list providers if you believe it to be a mistake.
If the list provider that has blocked that website is Yandex, then Yandex detected malware on the site. In order to remove the website from their blacklist, the owner needs to be registered at Yandex.Webmaster service, and then submit the website to the service for re-inspection. Please follow instructions provided by Yandex:
https://yandex.com/support/webmaster-troubleshooting/threats/dangerous-sites.html
If Yandex appears to have already removed it from their malware blacklist, Opera should also stop blocking it soon (the next time Opera receives a malware blacklist update).