Its bug, I have similar experienceI saw a message sent under my username in Japanese, but I didn't type it and i don't know japanese because i'm not japanese. Is this a known bug or some auto-message system? Should I change the microsoft account password?
If you're concerned, you should check your login history and change your password, but your account probably hasn't been compromised so you don't need to worry.
Incidentally, they said a player in the game with the same player name.