verification codes/ hacked account?

Hello,

I received the following email today which was a complete surprise to me.

"Hi,
Thanks for helping us verify your Microsoft account (***an email address from my contacts list was listed here)!

Here is your code: **** (a four digit code was listed here)

If you didn't request this code, we recommend that you go to https://account.live.com and change your password.

Thanks,
The Microsoft account team "

The fact that the email address listed in the email is not mine makes me suspicious that someone has hacked into the account of that email address. I have already asked for help from the Live chat advisor but they couldn't help and suggested I try here. I have changed my own password and don't know if I need to do anything else.

Any ideas of what's going on will be very much appreciated.