The mail you received might due to the recent change of TSL certificate authority that Azure services are using. You might get more information re. that in the link: https://learn.microsoft.com/en-us/azure/security/fundamentals/tls-certificate-changes
You might also see some of your questions already answered in another question:
https://learn.microsoft.com/en-us/answers/questions/117444/reminder-azure-tls-certificate-changes.html