Do not click on any links in the email. If you have a Microsoft account and wish to change your password then go to Microsoft using your own link. It is more than likely that the email you received is an attempt to send you to a phony website and then collect your information.
I got the email and deleted it, didn’t click on anything.
Then I went to Microsoft’s web page (https://www.microsoft.com/en-us) and logged in. It told me someone had accessed my account and I needed to change the password. So I did.
Something odd is going on.