Why do I see this message?

You probably did not lock your screen when you left to go get a drink, go to the bathroom or left for some other reason. However, when you leave your computer unlocked when you leave it, someone else can get in as well.

In this case, it was me: the one who opened this website and led you here. The next time, it could be a bad actor who steals data through your unlocked computer or gets into your email or social media.
So yes, there is a real danger in letting your computer unlocked when you leave it.

Even if it's just for a second.

What are my next steps?

First of all: this is just a website. Don't worry, you didn't actually get hacked (at least, not by the one who opened this site). And since it's a website, you can just close it when you're done reading this.

Now, to prevent this in the future: don't leave your computer unlocked! It's as simple as that. And there's an easy way to lock your computer quickly, without having to click around a lot.
For Windows, just hit Windows key + L. Are you on a Mac with macOS Catalina? Simply hit Command + Control + Q. If you're on an older version of macOS, hit Control + Shift + Power.

Learn the correct shortcut for your computer, and next time you walk away from your computer - even if it's just for a sec - take that one second to lock your screen. It's a lot safer! (And you don't have to see this website ever again.)