It’s quite easy but hidden.
1. Go to your Facebook’s desktop page on a PC, Mac or laptop.
2. Click on the Notifications Globe icon.
3. Just under the icon you’ll now see a “Settings” link, which you should click.
4. Near the bottom of the next screen you’ll see a video icon called “Live videos”. This gives you the ability to “Choose if you want to receive notifications when interesting live videos happen.”
5. To the right you’ll see the option is set as a default to “on”. Click this to turn “All off” or “Suggestions off”.