To help minimize damage from unauthorized access to your account, Google alerts you when someone signs in to your account from an unusual location. Their goal is to help you secure your account quickly if an unauthorized person has access to it. This especially also happens if you sign in to your account from an unusual location and even make a wrong password login attempt. They alert you about sign-ins that are from locations and devices that they previously have not seen signing in to your account and ask you if it was you who signed in from those locations or devices. To help you determine if it was you, they show you the information they have about the suspicious sign-in event(s) including the IP address, its location, the domain associated with the IP address and the time at which it accessed your account.
If the location was familiar, then do not worry. If not, I advise that you change your password, update your account recovery options and run a virus scan on your computer.
More info is available here: http://support.google.com/accounts/bin/answer.py?hl=en&answer=1144110Suspicious sign-in alerts