The lender has the right to require certain levels of insurance on the vehicle. If you don't maintain the insurance they require, then they can "force-place" insurance and add the premiums to your loan amount. Typically force-placed insurance is much more expensive than the insurance you can get on your own. If you read the small print of your contract, there will be a clause in there somewhere explaining all this.
You need to review the letters you've been getting from your lender to determine what insurance requirements they have. If you're not sure, call them. Then compare those requirements to the insurance you have on the vehicle. If they aren't the same, contact your insurance company to update your insurance to match the lender requirements. Finally, give your lender proof of insurance - probably a copy of your declarations page and/or insurance card.
Don't panic. It's just a hoop you have to jump through; most likely the loan paperwork was missing your proof of insurance. Just make sure you take care of it now before they add the force-placed insurance because reversing it can be a bear.