Update 25-02-2017: Security Improved: Now you will know in the notification bar of your mobile when WhatsApp Web is being used.
WhatsApp Web is a feature from WhatsApp that allows you to access your WhatsApp from browser I.e laptop, desktop, etc.
This feature can be misused by the one who can get access to your phone even for a second, they can easily scan the qr code from your whatsapp on their machine and read your messages for life time in real time. And can also send messages to your friends(but I doubt anyone is so stupid to do that)
So to prevent this, stop using WhatsApp. Just kidding.
On top right of home screen of whatsapp, there is an option(three vertical dots), click on it, then click on whatsapp web, there you can see from which machine your WhatsApp is accessible and if you think something is fishy you can logout from all computers. Even you will have to login again, in case if you are already using WhatsApp Web.
Jigar Dhulla 
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