You just got your twitter session automatically hijacked by a piece of software, the intention is to warn you that your account can be modified without your permission.
In the last few days software has been released that allows almost anyone to gain access to your web accounts when accessed insecurely. The attack used is not new, but the simplicity of operation significantly increases the chance of being exploited by a curious person.
To prevent this occurring in the future, make sure you ALWAYS visit twitter securely. You can do this by going to https://twitter.com, rather than http://twitter.com. It's the same as internet banking - look for the lock!
If you're curious about how this happened and the software behind it, have a look over here.