If you enter your password on a website that Google suspects of misusing passwords, the Chrome browser opens a popup warning to alert you. Password stealing (or "phishing") can occur because the site was hacked and your password stolen, or because the site is suspected of misusing the user's password. When you see a Chrome warning that your password might have been compromised, you should change that password immediately.
If you use the same name and password for multiple sites, be sure to change your password for all those sites. (We strongly recommend not reusing passwords across multiple sites.)
If you are a site owner and users report seeing this popup on your website, check that your site has not been hacked. If you are a Search Console user, you will see a security issue reported for your site. Follow those guidelines for detecting and fixing this issue on your site in the Search Console documentation.