Dear June Zhang,
Thank you for posting in the Microsoft community.
Based on your description, this email does not appear to be an official email from Microsoft. Please be cautious of any links/attachments in this email and refrain from clicking on them.
Generally, Microsoft will only send alerts about your account being accessed from an unusual location using the email address @accountprotection.microsoft.com and will not directly state that your account has been hacked. Please compare the sender's address with this.
Can I trust email from the Microsoft account team? - Microsoft Support
To ensure the security of your account, please log in to account.live.com using a different trusted device (such as your mobile phone), check the "Security" - "Recent activity" section to see if there are any unknown IP addresses that have successfully logged into your account.
We appreciate you spend your time working on this issue. Feel free to post back if you need further assistance. I wish you all the best.
Best Regards,
Ulrica.W - MSFT | Microsoft Community Support Specialist