Managing personal Outlook.com account settings, security, and privacy
Hello Callum
Hi, I'm Karl and will be happy to help you today.
First thing would be to determine beyond any shadow of a doubt whether or not that in fact is a legitimate email and not a phishing scam. While this is a type of message sent out by Microsoft, there are phishing scam emails that look very, very realistic,
Do you happen to have a Microsoft Account where you use a Gmail address to log into the account? That would be the only way you would get an "Unusual Activity" message.
If no, then this is a phishing scam if it is pretending to come from Microsoft.
If yes, then you need to check the activity on the Microsoft Account to see if there are any matching details to the email message. If there are none, it is a phishing scam.
Just so there is no misunderstanding, this is a public user-to-user support forum. We're users just like you helping other users. We do not work for Microsoft and have no access to any user account so there is nothing we can do or check from within the forum.