My Friend my have been hacked

I treceived an email from someone that I have not heard from in a while to a different email address this morning. It seemed strange since it said did you get this (email).  I tried sending before and did you ever get it?  Then said click here to access and sign in with email address.  I did not and asked if she sent this email but I used my hotmail address(*** Email address is removed for privacy ***) and told her to use this one.  I got the same email at my hotmail address.   I did click on the spam option on my hotmail acct. and clicked on the my friends been hacked and then the email went away.  I assumed it went to the outlook team.  Should I change my password?  Anything else I should do?
Thank you.