whenever i sign in i get a message

See the following from Two-factor authentication for Apple ID - Apple Support

When you sign in on a new device, you’ll get a notification on your other trusted devices that includes a map showing the approximate location of the new device. This is an approximate location based on the IP address the device is currently using, rather than the exact location of the device. The location shown might reflect the network you're connected to, and not your physical location.

If you know you’re the person trying to sign in but you don’t recognize the location shown, you can still tap Allow and continue signing in. However, if you ever see a notification that your Apple ID is being used to sign in on a new device and you're not the one signing in, tap Don’t Allow to block the sign in attempt.

Also note that the "new device" in that excerpt isn't accurate. You will get two-factor notification 100% of the time when you sign into your Apple ID account page https://appleid.apple.com/

due to the extra security (password change, etc) for that page.

You will also get it periodically but not every time when signing into other pages (including this support site).