Turn off all consumers, meaning anything electrical like sun roof, radio. A/c that was a few days ago. Now there is a big red message on the dashboard that says..Alternator needs replaced with a pic of a Battery.. Can I still drive the car? If I did (I;m not) will I blow out the alternator and I will get stuck?

No you're fine to drive it. But you should get that replaced asap.

Umm.. You are not fine to drive it!!!
It is going to die on you when you least expect it, Trust me I know.
I also have a C class and the same thing happened to me.. First the "Under voltage consumer defective" then a few days later the" Altenator/battery" alert.. about 20-22 hours later.. It died on me on the interstate!
Its going to need an Altenator and Battery, if you take it to the dealership its going to cost about $1200 depending on area But if you can find a good Altenator shop they can rebuild it for you for about $150 and get a battery at autozone or where ever for about $120.
Your going to have to reset all of your settings though and that can be alittle tricky.
If you have any questions just email me.