Someone is trying to steal my account

I would change your security settings and your password if they know your pasword

Set up two-factor authentication on your Microsoft account. Make sure you have the same set up for your email account as well if it is not a Microsoft email account.

Change your password, never use the same one for multiple sites ánd always activate the two-step verification.

Sounds like you’re doing the right thing. Changing your password is always the first step.

going to
https://support.xbox.com/help/account-profile/manage-account/compromised-account-solution for help aswell.

also look at the authenticator app, its pretty helpful, as added security.

-Josh

When you say 'trying' have they been successful with their attempts? Or have they not yet managed to change the password? If they have changed the password, I also recommend speaking to a support agent directly as Josh said. Follow this link to get started
with talking to a representative https://support.xbox.com/