If someone tries to hack into your Google account, finding out quickly can help you stop them permanently hijacking it. Google is rolling out an option where you can receive notification on your mobile phone (as well as the existing email option) if someone changes your password or Google detects unusual login activity.
To enable the option, go to your Google Account security settings page. You can switch on phone notifications after verifying the phone number associated with your account. (That's a good idea in any case, since it can help with account recovery if you do experience security problems.)
As with most Google rollouts, this is likely to happen gradually; if you can't see the option on your account now, check again in a few days.