Managing personal Outlook.com account settings, security, and privacy
That sounds very much like a scam. Check the address in the From header, I would not be surprised if it is a nonsense address with no relation to Microsoft. (But sometimes scammers manages to use Microsoft's own system to send out mail.)
Also hover over links in the mail to see where they go - quite likely somewhere outside of microsoft.com. (But it they are a little more clever it could be something like micorsoft.com, that is a lookalike.)