Microsoft Security Alert is this valid

Running Windows 7 Pro. Today I got this alert on my screen.

Microsoft account
Security alert
We think that someone else might have accessed the Microsoft account la*****@cox.net. When this happens, we require you to verify your identity with a security challenge and then change your password the next time you sign in.
If someone else has access to your account, they have your password and might be trying to access your personal information or send junk email.
If you haven't already recovered your account, we can help you do it now.
Recover account (button)
Learn how to make your account more secure. (link)

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When I got this email I immediately went to my Microsoft account for OneDrive (I typed in the URL I didn't click any link in the email). When I logged in I got this message:
Microsoft Account
It looks like someone else might be using your account.
To help you -- and only you -- we need to verify that it is yours - click the NEXT button.


So it looks like this is NOT a scam. ?? Or is it? Comments welcome.