It's a sad reality we must all face: some groups want nothing more than to intrude on our personal lives, gaining information that should be kept private. A notable group is of course the US government, which Edward Snowden proved to us over the past two years many times over is relentless when it comes to information gathering. While the government just last month officially scaled-back its mass collection efforts, it's clear that the spying is not going to stop entirely.
Given that unfortunate fact, Microsoft has decided to make a rather significant change to its email service Outlook.com, and also its OneDrive cloud storage service. Going forward, if the company detects that your account is trying to be accessed by a "nation state", it will notify you immediately.
As the company notes, it already notifies users if regular account hijackings are attempted, but generally speaking, those are largely unsuccessful, since advanced attackers are not generally going after the population at large. A "state-sponsored" attack is worth knowing about, though, because the people behind them would have an arsenal of weapons on hand that would let them taste success easier. While you can do all you can to keep your information secure, if the government wants in, it just might get in.
Even so, Microsoft encourages that everyone follow a couple simple steps to greatly improve their security. Enabling two-step authentication is a big one, as is the suggestion to change your password regularly (and make it complex). If you still are not using a solution like LastPass to store your passwords, we'd heavily recommend it. With such a tool, you can easily update your passwords with built-in generators, and protect everything behind a single master password. It's convenient, and important.