Seems like someone is trying to access your email account may be by requesting the 'single-use code' option on the sign-in page, and you have it set to send the code via email to yourself.
"A single-use code is a code you can use instead of your password when you sign in with your Microsoft account. Each code can be used only one time, but you can request one whenever you need it. If you're signing in on a public computer—like at the library or school—using a single-use code helps keep your account information secure."
I suggest you don't click on any links in your emails - as you can't be sure they are genuine. Instead using your browser go to the Sign in page directly and On your account page, under Password and security info, click Edit security info and make any changes necessary.