What should you do?

On the German Autobahn, when a lane is about to end, warning signs (like the one in this situation) give advance notice. If you are already driving in a continuing lane, especially the middle lane, you should maintain your course and adjust your speed carefully, being prepared for vehicles from the ending lane (the right lane here) to merge. You should not change lanes unnecessarily or overtake when approaching a lane reduction. Staying in the middle lane and slowing down slightly if needed is correct, as it allows safe merging and avoids sudden or dangerous maneuvers. Always be alert for vehicles merging from the closing lane, since you have the right of way, but must cooperate for a safe merge.