location of user
Pop-up message informing me of a sign in by user located miles away from where I am
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.
Apple ID Password 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.