Is “Closing Account” email from HOTMAIL “LEGITIMATE”?

Last week I was automatically switched over to OUTLOOK.  Today I received an automated email from HOTMAIL (?) saying they were CLOSING my Hotmail account at MY REQUEST, "I DID NOT MAKE THIS REQUEST", (with a no reply to this email option)...There was a link to check if you did not want this cancellation to take place but when I clicked on the link, all kinds of WARNINGS came up!!!, so I got out & sent the email as a SPAM & PHISHING EMAIL BACK TO HOTMAIL!  Is this something Hotmail or Outlook is doing when they switch your account or have I been HACKED???  This is all so confusing to me!  What do I do?