Using New Outlook on Windows for professional communication and productivity
Hi. I'm Brian and I'll try to help.
The From address on a mail message is completely unrelated to the actual sender of the message, but legitimate senders will use the correct address in the From. The address you mention is a legitimate Microsoft address but that doesn't guarantee that a message with that From address is legitimate. The message whose image you included, however, appears to be legitimate. Log into https://account.live.com/activity and look for any successful logins or syncs from IP addresses you do not use. If you find any, your account has been compromised.
Sounds to me, though, that you should change your password to something long, complex and completely unique. Use a password manager to generate and remember the password. Never use password for more than one service. Every password you use should be unique. Once you've changed your password, visit https://account.live.com/proofs/manage , scroll down to the "Sign out everywhere" link and click it. This should disconnect all accesses to your account and since no one but you knows the new password, only you should be able to log back in.