If you create a new ID, you lose access to most of your data and all purchases made with the existing ID.
For your existing ID, you might want to consider changing your password and making sure it is a strong one. 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