recent message I received on iPhone
I just got a text on my MacBook air saying my appleid is being used on another device - I have added no devices - only my iPhone & my computer use my id
iPhone 7, iOS 13
Avoid phishing emails, fake 'virus' alerts, phony support calls, and other scams - Apple Support
Sounds like a scam...a little more info might help us to understand your issue...were you signing in to Apple somewhere ?
Also you said "recent message I received on iPhone" was that text or email message ?
Then you said "I just got a text on my MacBook" did you mean iPhone ?