The quick and dirty way would be to either delete the two lines that are ‘resposible’ for the message, or wrap them by comments / comment-them-out. In your theme folder ‘twentysixteen’ look for the theme file ‘footer.php’
Around line 50 look for the following two lines:
<span class="site-title"><a href="https://wordpress.stackexchange.com/questions/230348/<?php echo esc_url( home_url("https://wordpress.stackexchange.com/" ) ); ?>" rel="home"><?php bloginfo( 'name' ); ?></a></span>
<a href="<?php echo esc_url( __( 'https://wordpress.org/', 'twentysixteen' ) ); ?>"><?php printf( __( 'Proudly powered by %s', 'twentysixteen' ), 'WordPress' ); ?></a>
You can now either delete those two lines or wrap them with comment tags
1) html comment (will still be visible in the source code)
<!--
…
//-->
2) php comment
<?PHP /*
…
*/ ?>
3) css – Since the site info is wrapped by a div (class=site-info) you could also hide that section by adding this to your in your stylesheet style.css
.site-info { display: none; }
The other actually more correct way to do it would be to use a child theme and remove the two lines from your child theme’s footer.php
If you don’t want to go through the process of building a child theme yourself, here is a bare-bone child theme for Twenty Sixteen you just need to copy (and activate) into your themes directory: Twenty Sixteen Child Theme. You can then copy ‘footer.php’ into the child theme folder ‘twentysixteen-child’ and remove the two lines mentioned above.