Since version 13.0 Gitlab has started to warn users about logins from unknown locations via mail. Most users don't notice this, because they never log out, but users who regularly sign out might find these mails unsettling, since IP addresses on home lines change daily which is why these mails might occur on every login.
If the IP address of the login is the one of your line (which you can check for example on the config page of your router) there is nothing to worry about.
The issue was resolved for Gitlab 13.3. Please let us know, if you continue to get this warning.