Re:
Had it on my iPad. I initially ignored the message but then it dawned on me that it might be real.
If you go in to settings, then tap on passwords it lists possible security issues with your passwords. Apparently one of mine (that I used across multiple accounts) has "appeared in a data leak". No idea where but there have been numerous stories of big organisations being hacked and personal data being stolen...
As I said I took it with a pinch of salt initially but my mum has recently been victim of online fraud and it's been a nightmare for her. So I've been working through my online accounts and resetting the passwords to different randomly generated, secure passwords.
It's a PITA but there you go.