Someone may be trying to sign your Apple ID, which would generate the request for a verification code. Since you have 2 Factor Authentication enabled, as long as they can't access one of your trusted devices, they can't get a code, and sign in. You should be okay.
If the attempts continue, you can change your Apple ID. Note the restrictions in the article.
Apple ID Name Change. *
Make sure you turn off Find My Phone before signing out of the old ID. Once signed out and Find My Phone is off, then sign in with the new ID, then turn Find My Phone back on.
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.