Receiving those sorts of messages is not uncommon (although you may have a problem). If you added a new device or signed into iMessage in, say, the last 24 hours you might be getting a delayed message. I assume you chose to not challenge the message.
See If you think your Apple ID has been compromised https://support.apple.com/en-us/HT204145
Also, assuming you are using two-factor authentication you can Check your Apple ID device list
(https://support.apple.com/en-us/HT205064) and remove any device that shouldn't be signed in using the steps in the link.
If there are none that shouldn’t be signed in, then you should not have a problem in this regard at this point. But, if an unauthorized device signed in, Change your Apple ID password https://support.apple.com/en-us/HT201355
Here is What to do after you change your Apple ID or password https://support.apple.com/en-us/HT204071