This happened to me as well and I had both QGIS 2.14 and 3.8 installed then. I fixed the pip install issue in my OSGeo4W shell by uninstalling QGIS2.14 from my computer and re-installing QGIS3.8.
If you see the "SNIMissingWarning" in the error message, check out urllib3's documentation here and you'll find that your OSGeo4W shell might be running on an older version of Python (< 2.7.9), which can cause pip install to not function properly when urllib retrieves the package.
Open your OSGeo4W shell and type in below to check the Python version running in your shell.
If it's less than 2.7.9, then you might need to upgrade your QGIS to version 3 and uninstall older versions if any (note that some newer v2 QGIS have Python environments higher than 2.7.9, e.g. QGIS2.18). Once you have an OSGeo4W shell running on a newer version of Python, follow the steps below to install third-party Python packages for QGIS.
C:\>python -m pip install package