So I awoke to find the same thing. Very surprising how Microsoft feels that EVERYONE needs them to help them read their emails, or raise their kids, or brush their teeth.
That said, similar to one other post about this topic for users of Chrome, I use Firefox and use uBlock Origin as an ad blocker. I happened to right click on the copilot banner looking for a "shut this feature off" button or something and noticed that on the context menu for uBlock that it said "Block Element". I clicked on that and the litttle copilot icon disappeared, but the box remained. I then clicked on the "X" element and it disappeared. There were a few more elements in that box which I could remove and when there was nothing but the box, I was able to remove that as well.
I never realized that uBlock Origin could do that, and I'm not sure if it will survive a reboot, but I'll find out. Hope this can help someone.