How do I know if my MacBook has been hacked?

How do I know if my computer has been hacked - it asked for the security code to my phone! What do I do now?

A very official looking series of windows on my MacBook Pro prompted me to re-sign in to my Apple ID. Which I did. And then asked me to give my computer security password. Which I did. And then it asked for the code to unlock my iPhone - which is when I hit cancel. But I already did the first two. I am pretty sure that Apple never asks for this information (outside the Apple ID). Any assistance while I sweat this out would be appreciated! I am going to start by changing all my passwords. Thank you!

[Re-Titled by Moderator]