Apple ID may be compromised

I got the notification that "Your Apple ID and phone number are now being used for iMessage and FaceTime on a new Apple Watch. If you recently signed in to " ' myname' Apple Watch" you can ignore this notification. I had this same message about two months ago.

The first time, I changed my password. This time I ignored it. At about 3:30 AM I had a message on my watch that I had a "Microsoft access code: 8549". Now I'm concerned someone does have access. I went back to the original Forum answer and checked what devices are signed in. Only my own appeared on the list.

Do I still need to change my access again? Is there anything else I can do?