Following the life of crime like pillaging, murdering, and pirating in the seas will increase the Bounty Meter in the lower-right corner of your screen. Once it’s filled and reaches a helmet icon, it means that a mercenary has been dispatched to hunt you down. Filling this meter further will warrant the attention of more powerful mercenaries. You'll want a clear bounty level if you want to explore a region in peace or until you're powerful enough to take on the mercenaries sent to you.
To clear the meter, you can pay your bounty with drachmae (money). When your bounty level is at least one and there’s a sponsor in the same region, open your map and look for a red coinbag with a dagger icon. Hover your cursor there it will show who the sponsor is and the amount of bounty placed on your head. You can pay the sponsor directly by pressing and holding the square button or if you’re wanted for multiple locations, pay all your bounty at once by pressing and holding the triangle button.
Alternatively, you can also hunt down and kill the sponsor, who is usually found inside a fortification. Once paid or after killing the sponsor, the meter will reset back to zero and all mercenaries hunting you down will turn to a white icon instead.