Link to contact Apple Support in the article.
Apple ID has been compromised
You can also add 2 Factor Authentication to your account for more security. If the attempts continue, you might want to consider a name change.
Link to contact Apple Support in the article.
Apple ID has been compromised
Apple ID Password Change
Note the restrictions in the article.
Apple ID Name Change
What to do after you change your Apple ID or password - Apple Support I suggest doing this before you change your Apple ID or password.
Apple ID -Two-factor authentication
Two Factor Authentification availability
Apple ID - Using app-specific passwords
Apple ID - Two Step Verification App Specific Passwords
Apple ID - Two Step Verifications FAQ
If this is an e-mail you received, or a popup on the screen, about the time you were actually logging in, there is probably nothing to worry about. The location in the e-mail is where your ISP reported it. If their servers are in a location distant from you, there will be a large error.