Email I received

Could well be phishing. Do not use any links included in the message. Phishing mail usually has the most important links going elsewhere; not to where shown.

Or this message could well be an update, as those sometimes generate this for a familiar device.

If two-factor authentication is enabled, then this is very likely phishing, and can be ignored. You’d get a two-factor prompt if your password was used on a new or different device.

If two factor authentication is not enabled, change your Apple ID password, and enable two-factor authentication.

If you think your Apple ID has been compromised - Apple Support (includes enabling two-factor authentication)

Two-factor authentication gives you one last change to prevent a compromised Apple ID password from being used on an unfamiliar device, and that then causing grief and mayhem for you. One way these sorts of compromises can happen is password re-use combined with some service breach somewhere. That compromised account and password then gets tried ~everywhere else.

Did you sign in to your Apple ID on the date and time listed in the message?

If you did not sign in, who else would know your Apple ID and Password? Are there multiple devices using the same Apple ID and Password in your home?

If you did not sign in and no one else knows your Apple ID and Password, then you need to change your Apple ID Password.