Managing personal Outlook.com account settings, security, and privacy
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.