Managing personal Outlook.com account settings, security, and privacy
You did the right thing by not opening the email or selecting anything in it.
Please open a new browser window and manually visit the Microsoft account Security page. After signing in, select Review activity and check whether the sign-in attempt from Mexico appears. If you do not recognize it, expand the entry and select This wasn’t me or Secure your account.
You can then return to the Security page, change your password to a strong and unique one, confirm that the listed recovery information belongs to you, and enable two-step verification if it is not already active.
You may also report the original message as phishing by using the Report option in Outlook. Avoid replying to the message or using any links or attachments it contains.
For more information, see What happens if there’s an unusual sign-in to your account.
I hope this helps keep your account secure.
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