Suspicious activity

You would not be notified directly. The only indication you may get is outlined in: If your Apple ID is locked or disabled - Apple Support

If you or someone else enters your password, security questions, or other account information incorrectly too many times, your Apple ID automatically locks to protect your security and you can't sign in to any Apple services. You can unlock your Apple ID after you verify your identity.

If your Apple ID is locked for security reasons, you might see one of these alerts:

• “This Apple ID has been disabled for security reasons”
• "You can't sign in because your account was disabled for security reasons"
• "This Apple ID has been locked for security reasons"

Other than the automated messages mentioned (which are information notifications only - they don’t ask you for anything and they have no prompts, URLs or other links), Apple will not contact you unless you contact them first with an issue.

You can always login to your AppleID management page (https://appleid.apple.com/) and check access and information yourself, or change password, primary email address used as ID, etc.