Notification that ‘someone might be watching what you browse’
It's worse than Spam, it's a Scam - an attempt to trick you into paying them something, and maybe installing their own malicious software on your computer.  (For example, software that does encrypt your information, and you can only ever see it again by paying them more.)  

You said it was a "notification" - was it really a system-wide notification, or just a picture in the web browser?
The important thing is to note that such messages usually comes from the anonymous creator of the website - Not from Apple or your Phone/Computer's OS.  Sometimes will display what looks like an alert in your web browser - but remember it's just an image in your browser, not a real popup alert.

The site you visited is either hacked, or is a malicious website.  You may want to avoid visiting that sort of website lets you fall prey to another trick.