Getting two-step verification requests

Got one late last night, when I wasn't on any devices. Said someone near Phoenix (where I live) was trying to access my Apple account. I declined it, and didn't think much of it. Then I got another one today. So I changed my Apple ID password, but I'm wondering if that means someone had my Apple password? Just weird that it says it's originating near Phoenix, which is the exact location I get when I am accessing my account. Could my MacBook or iPad be trying to do something? I have a pretty long and secure password, and the fact that it's local makes me wonder if it's my own device?