Walt got a notification from the US Office of Personnel Management about his personal data being compromised. Leo says it's true. They were hacked and the personal data files of anyone who has worked for or applied for a job with the US Government may have had their personal information compromised. They should have also offered users a year of free credit and information monitoring to make up for it.
Leo says that the OPM hack was the worst hack ever and it came out of China. Leo believes it was an official government operation being covered up by a few prosecutions. But it is a serious breach. Visit OPM.gov/cybersecurity, for information about how to protect yourself and how the Office of Personnel Management can help you.
It's also possible that Walt received a phishing scam letter by someone meaning to trick him into giving his personal information. They should reference the link above if it's legit.