Apple ID sign in requested in Shijazhuang, Hebei.

I awoke in NH, USA this morning to see the following message on my home screen:

“Apple ID Sign In Requested

Your Apple ID is being used to sign in to a device near Shijazhuang, Hebei.”

I declined authorization, but obviously am nervous about this. I have two-factor authorization activated. It asked if I wanted to change password and I declined. Should I change password? Changing my Apple ID password can have far-reaching implications (ie: updating various apps, etc), right? Thanks so much in advance!!