Hi, and welcome!
Please see the FAQ: What's a reproducible example (`reprex`) and how do I create one? Using a reprex, complete with representative data will attract quicker and more answers. Not needed for this type of question.
You have two options:
- Decline the "compile from source" option and install the most recent binary version, which works just fine. Or
- Wait for the latest and greatest
sfversion to become available in binary before trying it out.
When I have a need to be on a later version than is currently avail in macOS in binary, I install it on one of my Linux machines. Also, consider that the very latest features for a package that a user hasn't yet become familiar with the basics of are unlikely to be needed. 
This is what happens if you just say no:
There is a binary version available but the source version is later:
binary source needs_compilation
sf 0.8-1 0.9-0 TRUE
Do you want to install from sources the package which needs compilation? (Yes/no/cancel) n
trying URL 'http://cran.rstudio.com/bin/macosx/el-capitan/contrib/3.6/sf_0.8-1.tgz'
Content type 'application/x-gzip' length 64283240 bytes (61.3 MB)
==================================================
downloaded 61.3 MB
library(sf)
Linking to GEOS 3.7.2, GDAL 2.4.2, PROJ 5.2.0