How do I protect my iPhone from a potential login attempt near Amsterdam?

Who told you this? Please explain. Was it an email, a text, a phone call? No one can login to your phone unless they have physical possession of it.

It is almost 100% certain this is a scam trying to get your personal information so you can be compromised. Do not respond to the notice, do not click on anything, delete the notice. If you did provide information immediately change your Apple Account (formerly Apple ID) password.

Put the SIM back as this has nothing to do with anything.

Very likely a scam.

Who or what told you this?

Remote access of an iOS device is very difficult, and expensive and requires very specialized equipment.

In general unless you are a high profile target, like a diplomat, government official, movie star, etc... you simply aren't worth the time, or money required for this.

If a website, message or email said this, it's almost certainly a scam.

click here ➜ Recognize and avoid social engineering schemes including phishing messages, phony support calls, and other scams - Apple Support

More details WOULD BE HELPFUL.

On a somewhat different tack from the prior replies (which are reasonably assuming some variation of the MANY phishing attacks in-circulation on the ‘net) …

… what you describe ALSO sounds somewhat similar to Apple’s 2FA Authentication Pop-Up. (although the verbiage you cited is not exactly what Apple uses)

If that’s what it WAS … it indicates that someone besides you knows your Apple Account eMail AND password. (i.e. they only lack the 2FA verification code to takeover your account)

If indeed the situation … after you re-insert your SIM … you need to change your Apple Account Password soonest.