Select the game in your Library, then click on 'News' (under the 'Links' section on the right of them page), then click on 'Product Updates' (under the 'Channels' section on the right of that page).
If not as simple as the old 'Game Updates' thing they had before, but it's the same information albeit in a slightly more convoluted way (2 clicks instead of 1 and lots of irrelevant information to ignore while you click the link you want).
You could also check the Downloads section to see if any update has been downloaded for that game recently, or read the game's Steam forum (or community discussions page or whatever they call it nowadays) to see if anyone else is taking about or complaining about the update (or just asking what the update that Steam has just automatically downloaded actually does).