Alert about Apple ID used on a new iPhone

I have just received this alert:

I do not recall recently signing into my phone using Apple ID, and even if I did, why would it be identified as a "new iPhone?" I don't want to ignore the alert, but there is no alternative to the OK button providing a means to figure out what the alert means. My Apple ID account looks fine, with just my iPhone and MacBook Air showing as signed in. So what does this alert mean, and should I be worried?