I've never seen any message ever from iTunes to change a password. You may not be able to login if your account is locked, and there will be messages warning you that your account is locked, but not an actual message saying to change your password.
Was this a text message, email? What sort of message?
You can always verify the integrity of your AppleID and information yourself by logging in at https://appleid.apple.com/ Never, ever respond to any message of any kind to change your information - just independently open a web browser and verifying your account yourself. That goes for your AppleID, iTunes/App stores, bank account, credit card, health care account - any account. Never, ever simply respond to messages or follow message links. Go to your normal account login page yourself and verify if there is an issue or not.