Someone signing in my account

If you think your account was compromised check the steps to follow here:
https://support.xbox.com/my-account/security/compromised-account-solution

Go to https://account.microsoft.com/ or https://www.xbox.com/ right now and signing (if you can) or reset
your password again (via email or phone verification). DO IT NOW!

Then go through all of the security settings. Change your PIN and most importantly set up 2FA! That way no changes can be made without you authorizing them. You will need to have Microsoft Authenticator on your phone! If your phone is not secure, then you can
use email.

You can also temporarily disable your account, but should not have to if you change the other identifications.

Make sure you do this for access to all of your devices. In fact, I recommend you remove them all for access and start again!

Do it now!

Let us know how this turns out! Security is paramount!

After you followed the steps on the website that M3tal Daz3 linked you above, you can take several steps to make sure no one can sign into your account.

You can do all these settings on
https://account.live.com/Proofs/Manage

If you have a Smartphone (iOS, Android or Windows Phone will work), make sure that you enable "Two Step Verification" on that website, and then set up the Authenticator App on your phone according to the instructions on the website.

After you changed your password (to lock out any person that has your account stored on a console), a hacker would need to not only know your new password, but also have access to your phone.

Whenever a hacker tries to sign into your account, they are asked for a code that only your phone can provide, So unless the hacker also was able to physically steal your phone, no one can now sign in without your consent.

Also make sure, that when you visit a friend and sign into their console temporarily to NOT store your account password on that console.

With the security proof update started the only way to change your password is to regain access to that old security proof cancel the update which will then give you the oppurtunity to change the password on the account then you would be able to change
the security proof to something that you do have access to currently.

Sounds like someone else is signing into your account! Ive never gotten the Goodbye message for a connection loss, but it does pop up when someone else uses my account. Id check with your friends and see if someone is signing into it, and change your password
to prevent this from happening in the future .