You would receive a letter via courier informing you of an inevitable attack, on say Riverwood, & that your assistance is required immediately. That would be ideal for me.
Or you could have your spidersenses tingeling....
Oh, wrong game.
That wouldn't be that good because by the time you'd have gotten the letter the town would have already been defended or destroyed.
They could tell you something like :" We are sorry, the town you were/are a thane of (remember, you can be everyone's thane) is destroyed"