The phrase "heads up" is an informal expression used to alert someone or to give them a warning. It is often used to notify someone about something they should be aware of or to prepare them for what is to come. For example, if a friend says, "Heads up! It’s going to rain today," they are letting you know to be prepared for rain.
The term "heads up" is believed to have originated in the military during the late 19th century. It was used as a command to raise one’s head or to be vigilant, which then evolved into a more general usage to mean providing someone with a caution or notice.