This is Sony, home of the PlayStation Family.
"Caution" means that the information was most definitely compromised. In fact, "caution" in corporatespeak usually means that they dun goofed, that the information was already compromised, and shows that there has been activity in the compromise. If there wasn't anything being compromised, no business would ever say so publicly, especially not Sony, who is already getting battered for having PSN down in the first place.