This message is false, sent to you by a hacker. If you click the link in the message and install the software, then your BTC will be stolen. If you ignore the message, then you should be OK. Version 3.3.2, released a week ago, makes the messages less readable/convincing, though you could still receive such messages.
Note that altcoin derivatives of Electrum are very common, with over 1600 forks on github, and they will also be affected.
More info:
https://github.com/spesmilo/electrum/issues/4968
Discussion:
https://bitcointalksearch.org/topic/there-has-been-an-increased-number-of-fake-electrums-out-there-be-careful-5089963