In a report originally publish by Gamespot, a since-removed tweet from hacking group Anonymous claimed that the group had hacked into the PlayStation Network. The breach could have potentially compromised as many as 10 million user accounts.
Later on Sony's business development staffer Shane Bettenhausen later tweeted that the claim was "totally fake." But, Bettenhausen's tweet has also been deleted.
Last year the PlayStation Network was infamously hacked and forced to shutdown. There was a breach of data that compromised 75 million accounts. Anonymous declared that it had nothing to do with that breach.
At this time no one really knows if there has been a breach and if so who is responsible for the attack. Here are a few little suggestions to better protect your personal information.
The first one seems obvious but just in case if you receive any emails asking for personal or financial information from someone claiming to be with Sony, don't answer the email. You should just delete the email.
Change your PSN password regularly. You should probably do this even when there aren't any rumors of hacks and breaches.
If you have a credit card linked to your account, monitor the charges online if you can. Check what services your credit card company already provides. They may have a system that monitors your credit card transactions and will inform you if any strange activities are going on with your card. Usually these protection programs only pickup on rather large purchases.
If you are using a debit card switch it right now. Instead use a "Green Dot" prepaid Master Card or one of the prepaid Visa cards. You can get them at almost any retail store that carries gift cards. Just check out Sony's PSN forum to see if other users have been able to use these cards on the network.
Hopefully these tips will help you better protect your PSN account.