Email saying my Apple ID was used to sign in to iCloud

This message would be part of two factor authentication for an Apple ID. In this case, someone on a Windows-based PC tried entering Apple ID credentials in the Internet Explorer browser.

If you never created an Apple ID account, then this would be a SCAM. There would be no need for you to visit the Apple site indicated in the link. However, someone did get a hold of your email address (not uncommon these days) and are trying to lure you into providing additional information. Typically how scams work.

Ref: Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support

Per chance did you try entering your newly created Apple ID credentials (username & password) in the Internet Explorer browser on a Windows PC? If so, then this is what would appear on one of your trusted devices to let you know a log in attempt was made with that ID. A trusted device is one you used to create the ID and enable two factor authentication with.

Ref:

• Two-factor authentication for Apple ID - Apple Support
• Get a verification code and sign in with two-factor authentication - Apple Support
• About the 'Trust This Computer' alert on your iPhone, iPad, or iPod touch - Apple Support
• How to add, remove trusted device for Apple ID two-factor authentication - iBulletin

Is (...........ross@ ........co.uk) your AppleID that you set up?

Is that the address that received the email?

If yes to both then again it looks valid.

Do you have any Apple devices activated with that ID?

(If not then in UK you probably don’t have two factor auth set up)

If that is your apple ID and you did sign into that browser then it is valid and just a security notification.

In any event never click on a link, type appleid.apple.com in a browser.