I definitely think that that is a spam, because the real emails from microsoft are totally different. I know this because I have been recieving password and security emails every once in a while, and they are definitely from microsoft.
I got the same email a few days ago. If you did not change your password, disregard the email. Maybe it was an error on the part of Microsoft, or maybe someone is trying to pretend to be Microsoft. If you see an unusual activity, kindly check this link: [https://support.microsoft.com/en-us/account-billing/what-happens-if-there-s-an-unusual-sign-in-to-your-account-eba43e04-d348-b914-1e95-fb5052d3d8f0