Warburton said that he later had a death threat sent to him.
"I got a death threat sent to the house," Warburton told the Scrum V Podcast.
"Well, they sent it to the (Cardiff) Blues and they obviously didn't know what was in it.
"People write to the WRU or the Blues because they know the address and then the Blues might send you an elastic bands worth of about 10 letters," Warburton added.
"I opened up one and there were skulls and coffins on it, there were drawings saying (what would happen) if I ever went out of the house.
"It was so over the top that I thought it was a bit of a joke and it didn't bother me.
"But that was the only bad thing I got."
He added: "I was in a supermarket late at night and middle-aged women were coming up and hugging me.
"Then there were cars pulling up outside my house - it was obviously kids realising where I lived - and they were blasting out the 'Sam our Captain' song.
"I was getting a massive amount of support and it did soften the blow."
In July Warburton, a two-time British and Irish Lions captain, announced his shock retirement for health reasons at the age of 29.
Warburton had been working to recover from neck and knee injuries since last year's drawn Lions series against New Zealand, when he last played.
Warburton played 74 games for Wales, captaining the team 49 times. He is one of two players to captain the Lions on two tours — to Australia in 2013, then New Zealand in 2017 — and played in five test matches.