If this is 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 logging in, check your device list to see if there is a device signed in that you don't recognize. You can remove the device using the steps in the article below. As a precaution, change your password.
Apple ID device list -Check to see where you‘re signed in. *
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.