Hello,
Is the email coming from an address ending in @accountprotection.microsoft.com ? If not, treat it as a phishing scam email, don't click on any link in the email.
It is always best to check directly in your account, like you did, https://account.live.com > Microsoft storage. If all looks good, nothing to worry about.
Sometimes this happens because someone else left your email address as their account contact info, typically due to typo.