On Whonix-Gateway and Whonix-Workstation,
due to the Heartbleed bug in OpenSSL, you are advised to run:
sudo apt-get update && sudo apt-get dist-upgrade
as fast as possible.
Additionally, on Whonix-Gateway restart Tor:
sudo service tor restart
(or simply reboot).
(You only have to do this once. Otherwise do just regular upgrades.)
If you are using hidden services (TorChat, hidden web server, etc.), you should also create a new hidden service domain name, for more information, see: