My Apple ID thinks I am somewhere else!

I have just tried to sign into the Apple ID section of the Apple website and I have a message pop up instantly that says: "Your Apple ID is being used to sign in to a new device. Your Apple ID is being used to sign in to a device near Middlesbrough, England."

I am nowhere near Middlesbrough! Why does it think I am there and how can I change it?

I am using a 21.5" iMac running MacOS Sierra

Thanks