As a new security measure Apple are sending emails whenever you (or anyone) signs into your iCloud account. They come from noreply@insideicloud.icloud.com and take this form:
............ | Dear Roger Wilmut, |
Your Apple ID (XXXXXXXXXXXXX) was used to sign in to iCloud via a web browser. |
Date and Time: September 7, 2014, 4:13 AM PDT |
If you recently signed in to iCloud.com, you can disregard this email. |
If you have not signed in to iCloud.com recently and believe someone may have accessed your account, you should reset your password at My Apple ID. |
Apple Support |
Note that they address you by name, and that the links (which you can check in Mail by hovering the mouse over them) are to the legitimate sites. Fake emails usually don't address you by name, and more particularly the 'reset' links are to obviously non-Apple addresses. In any event you should as a matter of course go to appleid.apple.com by entering it in a browser, not following links in emails. However as long as the emails look like the example here they are legitimate. Whether they are indeed a useful security facility is open to some argument.
You can't actually stop them. If they are coming to your iCloud address you could go to the iCloud website, go to the Mail page, click on the cogwheel icon at bottom left, choose 'Rules' and set up a Rule to move all messages from noreply@insideicloud.icloud.com to another folder you previously created, or the Trash. If they are coming to a non-Apple address you can do the same thing in the Mail app on your Mac (presumably also on mobile devices though I don't know about that).