Someone using my apple ID

If you think your Apple ID has been compromised - https://support.apple.com/HT204145

Security and your Apple ID - https://support.apple.com/HT201303

Edit: Also, are you sure that is a real message from Apple? I don't have an iPhone so I am not familiar with the warnings sent over them but I know there are many scams out there. Scams (e-mail, text messages, and phone calls) are getting very good at closely imitating true Apple communications. Always be cautious. Here are some guidelines:Identifying legitimate emails from the iTunes Store - http://support.apple.com/HT201679 - lacking in specifics, the next link is better:Avoid phishing emails, fake 'virus' alerts, phony support calls, and other scams - https://support.apple.com/HT204759

Were you signing in when you received this?

Then it may have been a false flag, for some reason warning you that you were signing in.

As long as you were signing in when you received the message, there is probably nothing to worry about.