Weird message.

Q u o t e:
I got a weird whisper from someone named <removed> saying that my account will be banned if I don't go to a site called <removed> and enter my account info. Now my question is this some sort of scam to steal my account?

Yes, this player was attempting to phish your account information from you, Igrimreaper. Blizzard employees would never whisper you in game concerning an account action.

In the future if you receive whispers like this, please right-click on their name and select "Report as Spam". To know if a Blizzard employee does whisper you, you will find this Knowledge Base article helpful:

I received an in-game whisper from someone claiming to be a GM. How do I know if it's a scam?
http://us.blizzard.com/support/article/30829