Google collects information about Internet-related security incidents and eventually reports if they may have been hacked. If you receive a warning, there are indications that a hacker may have changed some of the site's existing pages or added new spam pages. Visitors to the site may be redirected to unwanted ads or malicious programs. See if there are and signs of attacks against you by cyber criminals.
If the suspicion is unfounded, follow Google's instructions: support.google.com/websearch/answer/190597