Received a call

Apple doesn’t make those calls.

If Apple detects an issue, they’ll lock you out and require you to re-authenticate.

Apple doesn’t call. Not unless you’re in the midst of an Apple service request, and asked for a call.

Lots of scammers do call, shopping for your Apple ID.

Calling telephone numbers can and routinely are spoofed, too.

Same for the common spoofing of “sending” email addresses.

Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support

Consider enabling two-factor authentication, if that’s not already enabled.

Two-factor authentication makes it more difficult to wrest away control of your Apple ID.

Two-factor authentication for Apple ID - Apple Support

Apple will never call you for said reasoning. Please do not worry your iCloud is NOT breached as a result of this phone-call. You might want to change your password as a precaution.

If your iCloud was breached you would likely see a notification on your phone stating someone was trying to log-into your account with their location HOWEVER - This only happens if two-step verification if set up.

I use it on all my devices for the highest security benefits and would recommend you do too.

Two-factor authentication for Apple ID - Apple Support