You should absolutely stop all activity on your smartphone if you receive this official message from Google

Android smartphones are gradually adding new features to protect you and your personal data. Online scams and hacks have been on the rise in recent years, but smartphone manufacturers are working hard to keep you safe.
This is why Google is integrating, in a future update for Android devices, a feature to alert you when your personal data, particularly banking data, is exposed. This feature allows you to quickly identify if a scammer has accessed your bank accounts by displaying a huge alert message on your phone, but under certain conditions.

For several months now, Google has been integrating features to protect you. These include spam message and call detection, available on some Android smartphones. However, the company continues to work on protecting users with a feature called "Bank Scam Detection Service."
How does this work? It's quite simple. Once enabled on your smartphone, this option inspects the content currently displayed on your screen. When a certain combination of apps or actions is detected, your phone will then display a huge warning message on the screen to let you know that you're likely the victim of a banking scam.
The combination in question boils down to three things happening at the same time: a call from an unknown number, opening your banking app, and using a screenshot or screen share. If these three actions are detected, your smartphone will warn you of the potential risk that someone is currently impersonating your bank and that you should absolutely stop whatever you're doing.
This new feature is expected to be enabled by default in the coming months. It won't just affect the latest smartphones, as it will be integrated into Google Play Services and therefore available on a vast majority of Android devices.
L'Internaute