The dark web and security questions

The dark web is like the dark alley where criminals go to interact with each other, usually to buy/sell/trade your information. These identity theft protection services scrape the dark web looking for sensitive information to warn their users that some of their information is being passed around by criminals in the dark web. In your case, it means your email address was discovered in some database being passed around by the criminals.

You've changed your password and setup two factor authentication. Make sure you change all your password recovery questions and backup contacts for that account, then that email account should be safe again.

If the password used on that gmail account was used anywhere else I'd change those passwords as well. Also, if you used that gmail account to sign up to any other accounts, you need to go through the above process for all those accounts as well. Criminals may have gained access to those accounts by using password recovery to that email address.