It’s always wise to question unexpected sign-in alerts. Fortunately, it is very easy to verify where you are signed-in using your AppleID - and to verify which devices are signed-in with your AppleID:
Check your Apple ID device list to find where you're signed in - Apple Support
If you see something that you don’t recognise, it can be simply deleted from your account.
Having checked, if you remain concerned, you should take appropriate action to secure your AppleID account:
If you think your Apple ID has been compromised - Apple Support