How to upgrade to 4.4 from 4.3 (Samsung Galaxy S4, already rooted) So for a while I've been getting the update message, and not bothered and now it's getting annoying.

It is rooted to 4.3 currently, but when I click install it just takes me to TWRP (I think that's what is called) and I am not sure where to go from here, if I am even on the right track.

Thanks.
You didn't mention if you're on Stock ROM or Custom ROM. But you mention TWRP, so you're probably using a custom recovery (though not necessarily on a custom ROM). What I would try to do is to push Stock Recovery back into your phone, and try the OTA update again.

If that doesn't work, you can download the Stock 4.4 ROM from sammobile, and flash it using Odin. Take note that this will wipe your data.