Issue

You receive an email from Google that looks similar to this:

Reason

Two possible reasons for this email to show

Be sure you examine the message carefully before clicking on any links.

You can do this by hovering a pointer over the link and it should show where the link will go to in the bottom left corner of your browser.

Example of browser showing where a link goes

In the case for Google, if it does not show accounts.google.com like the example above, this should be considered a Phishing Email.

You can check on the suspicious activity by logging onto your Google Account and following the instructions provided by Google - https://support.google.com/accounts/answer/6063333?hl=en

If you’ve received this email, we recommend you review your recent activity:

Go to your Google Account.
On the left navigation panel, click Security.
On the Recent security events panel, click Review security events.
Review your recent activity and look for unfamiliar locations or devices. You can also click on any event in the list to see more details about it on the right.
If you see activity you don’t recognize, on the top of the page click Secure your account.
Follow the steps to change your password.

This is the instructions from Google on checking on the alert with regards to your account that triggered the alert.