What causes random security alerts on iPhones?

I was listening to Spotify few minutes ago, but I heard a “BEEP” noise from my phone instead of music. So i checked my media thing and it said “Security alert” on there instead of the name of the song iPhone was supposed to play. I also checked my messages or emails but there were no security alerts from Apple or other companies like Google. I really got scared because i think there might be virus planted in my phone if the alert noise just played at a random time. So can anyone tell me what is going on with my device?

[Re-Titled by Moderator]