Twitter tells me my account may have been compromised - what does that mean?

I just got an email from Twitter:

---------------------------------- Hi, brazzy

Twitter believes that your account may have been compromised by a website or service not associated with Twitter. We've reset your password to prevent others from accessing your account.

You'll need to create a new password for your Twitter account. You can select a new password at this link:

[...]

Please don't reuse your old password and be sure to choose a strong password (such as one with a combination of letters, numbers, and symbols). ----------------------------------

Wthat the hell does that mean? Can someone translate that from CRMese into techspeak? Did they give their account data to someone else? Did someone try to brute-force my account?

I barely use twitter and have never used third-party clients.