Are you the only owner of this phone or is it second hand? (if second hand, did the previous owner sign out of the phone properly?)
If you go to Settings, at the top, is it you that is signed in?
Are you sharing an Apple ID with anyone else?
If I got such a notification, I would be changing my Apple ID password to be safe. Making sure to use a unique and complex password.
Change your Apple ID password - Apple Support
Then once that is completed, I would check to make sure that I recognize all devices that are signed in using my Apple ID
Check your Apple ID device list to find where you're signed in - Apple Support