This should be common knowledge, but still, this seems to happen more often now.

There's a link that gets sent around that redirects to a Steam-looking site. The URL shows "SteamCommuunty" (notice the lack of double 'u' in "Community" & 'i' in "nity") and when you click it, it redirects to a page that looks JUST like a normal Steam Community page.
DO NOT LOGIN INTO IT
Make sure it's the real Steam Community website. If it asks you to login, make sure you see this: Image link.
The real site will ALWAYS show you that (might be different from Chrome to Firefox/Safari/Opera etc). SteamPowered.com & SteamCommunity.com shows this on the login page (I don't think it shows on the homepage).

If you have Steam Guard enabled already, when you login, you should see this: Image.
Change your password immediately in this case.
You can also test a website by logging in with a random username/password, if it still asks for a Steam Guard code, it's most likely a fake. (Thanks to /u/Capt-Sunshine11 for noticing)
If you have Steam Guard enabled, it will give you information about what IP/location the account got logged in from. Examples are below:
Example #1
Example #2

Steps to make your account secure:

• Make sure your account has Steam Guard enabled.
  
• Keep your email password different from the Steam password
  
• Change your Steam password regularly
  

Extra steps (mostly for paranoid people):

• Always run NoScript. NoScript will prevent anything on the website from automatically running. Thanks to /u/Endulos

If there's anything you want me to add to the list of steps you should do, feel free to comment about it.