I notice for sign on Activity successful sign but failed security challenge for password reset.

[Windows Server]

When I log on to Microsoft dashboard, I notice for sign on Activity Seychelles successful sign on failed security challenge for password reset don't worry this sign-in attempt was unsuccessfull, so there is no need to change your password. But I am worried, how did they get that far into my microsoft account? How do I stop them for getting that far?

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