Hello.
Microsoft actually doesn't allow users to use the same email address for the account as security contact. So, if this hotmail.com is the account alias, the security information wouldn't be sent to this email address regarding the same account. Kind of like the emergency contact concept, you cannot list yourself as the emergency contact.
So what this tells me is - it is about a different Microsoft account. Any chance you might have a different Microsoft account, and you list this hotmail.com address as security contact?
If you don't have another Microsoft account, chance is some one else lists your hotmail.com as their security contact, typically due to typo if you have a similar email address. That happens. In this case, there's nothing to worry about, nor can you do anything about it.
If you want to play safe, you can always change your password. Review https://account.live.com > Security > Manage how I sign in, make sure everything listed there is up to date.