"Phishing" is when you receive an email telling you that you've won a contest or that a company needs to verify personal information. Links in the email can take you to a site that downloads a virus on your computer to hunt for your sensitive data. Virus protection software on your computer can help, but the best protection is a good sense of judgment.
Legitimate companies and government agencies are not going to ask you to confirm your personal information in this way. Be wary of links in social media, too. Some apps, humorous websites, contests or links to shocking videos are just distractions to get you to click on something that downloads malware onto your computer.