location of user
Pop-up message informing me of a sign in by user located miles away from where I am
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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. Based on other posts I have read, the distant error can be very large.
If you weren't signing in, change your password.
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.