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Hi there and welcome
The message you received was a scam
It was not from Microsoft and has nothing to do with your accountThis is what is known as "phone phishing" it is can be a very serious problem if you do let them access your accountBasically what they will do is email a lot of people and say that you have problems. Any actual problems you have will be entirely coincidental.
They then put a link in, ask you to click it and sign in, but you are signin into a fake site, which is made only to get your login details so they can hack your account
Always remember, no legitimate tech support company would ever contact you like this.
Please do me a favor and take a moment to rate my service by clicking the stars above, 3 or more is very appreciated, we can still chat after rating if you need more help.