Microsoft account unusual sign-in activity from Russia

and there were no unknown logins to my account.

For your info

Don't be surprised if you see failed sign-in attempts. Anyone who knows your email address can try to sign in as you. It's your responsibility to protect your account by using strong password and 2 factor authentication.

Thank you Brian. I received the exact same message as Mohamed twice today. It had the same sender name but what made me suspicious was that the "report the user button" opened an email addressed to a non-microsoft address. I took your suggestion and logged into https://account.live.com/activity/ and there were no unknown logins to my account. Thanks for the help!

I'm with Brian Tillman on this. That email is a scam/phish.

The email is being sent from Microsoft domain , that means Microsoft domain is hacked already and sending these spams .

It may appear to have come from Microsoft domain but it did not. Email header will tell you it wasn't sent from authorized mail servers run by Microsoft. They are in your Junk Email folder for that reason.

I disagree with Miguel. This is likely a phishing message. Do not click any links in the message. Instead, log into https://account.live.com/activity/ to see if there is a successful entry whose time and IP address match the message. If you don't see one, that's a very sure sign it's phishing. It doesn't matter if the address appears to be a Microsoft address. Valid addresses can be spoofed as readily as invalid ones.