Apple ID Hack

If there is a link in the notification for you to change your password, it may be a scam.

Check your device list to see if there is a device signed in that you don't recognize. You can remove the device using the steps in the article below. As a precaution, change your password.

Apple ID device list -Check to see where you‘re signed in.    

 Apple ID Password Change.      

 What to do after you change your Apple ID or password - Apple Support     I suggest doing this before you change your Apple ID or password.

Did you sign in recently? If yes, then you just may be seeing a "location error." See Apple Enables Two-Factor Authentication for iMessage and FaceTime https://lifehacker.com/apple-enables-two-factor-authentication-for-imessage-an-1685524140and the following from Two-factor authentication for Apple ID https://support.apple.com/en-us/HT204915.

When you sign in on a new device, you’ll get a notification on your other trusted devices that includes a map showing the approximate location of the new device. This is an approximate location based on the IP address the device is currently using, rather than the exact location of the device. The location shown might reflect the network you're connected to, and not your physical location.

If you know you’re the person trying to sign in but you don’t recognize the location shown, you can still tap Allow and continue signing in. However, if you ever see a notification that your Apple ID is being used to sign in on a new device and you're not the one signing in, tap Don’t Allow to block the sign in attempt.