Since (almost) forever, Gmail has been showing from where (IP address) the last login at your mail account occurred. But very few people actually pay attention to it and most people are not aware of their own IP address and whether or not a login has occurred from a different IP.
Now, Google changed this feature in Gmail to actually warn you, should a login suddenly occur from an unknown IP address. It will also warn you if another computer is logged in to your e-mail account at the same time as you are.
An activity log will be able to provide you with further information, should you receive such a warning from Gmail, and you will be encouraged to change your password.
If you’re a person who travels a lot or often login from different IP addresses, you can easily disable this new feature.