Was this a text message or an email, and did you click a link in it? If you did you have given away everything to a criminal. What you received was a "phishing" message designed to steal your Apple ID, password, and probably all of the information on your phone. And possibly even hold your phone for ransom. If you can change your Apple ID password IMMEDIATELY before it is too late. Go to https://appleid.apple.com. After you have changed your password come back here for more instructions.
If you did not click a link let us know; there's something else going on.