Hey there, Sophia Choi
When you click onto the link "This wasn't me" it should take you to this article here: 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
However, what you have done already is what the article suggests you do. Please can you sign into your account here: https://account.live.com/proofs/manage/additional
Once you have signed in, please can you make sure two-step verification is enabled (you can view this at the top of the page).
If this is enabled, please can you check your security proofs and make sure they are up-to-date. Any security information you do not have access to anymore, please remove. I would also turn your account into a passwordless account once you have added the Microsoft Authenticator as a method of logging in.
If you scroll right down to the bottom of the page, you can create a new recovery code that you can print or save to your device.
This will allow you to use the code to access your Microsoft account if it did ever get hacked into. I would also set up Windows Hello on your account and device. This allows you to sign into your Microsoft account using Windows Hello. You can find out how to set up Windows Hello in this article here: https://www.microsoft.com/en-us/windows/tips/windows-hello?msockid=012fee8ffecc600a2c82fb63ff776173
Hope this information helps,
Nathan