If you receive a push notification, not in conjunction with a login you initiated, It is an attacker trying to access your information. You need to DENY IT and CHANGE YOUR PASSWORD.
If you accidentally approved a push notification or if you received an unexpected voice call from Microsoft, you should report these by emailing email@example.com. In rare cases, this could be attempted abuse by someone with knowledge of your password.
If you still have more questions, please check out the 2-Step Login FAQ for Microsoft
Need more help? Contact the ITS Service Desk.