Security or Scam
Does Apple call to alert customers to suspicious icloud activity/sign-on attempts? Is the phone call I just received a scam?
It is a scam. Apple doesn't make unsolicited phone calls. If there was a problem you would be notified when attempting to log in, including when logging into this forum. Also see: Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support
One option to consider is Settings > Phone > Silence Unknown Callers. See: Detect and block spam phone calls - Apple Support