According to a Microsoft spokesman, “We take the security of the Xbox Live service seriously and work to improve it against evolving threats. Very occasionally, though, we are contacted by members regarding alleged unauthorized access to their accounts by outside individuals. We can confirm that only a small percentage of Xbox Live customers have been affected here in the UK. We highly recommend all Xbox Live users follow our account security guidance in order to protect their account details.”
Having said that, we too, as consumers, ought to be more careful and vigilant on our part to make sure that we do not share our personal and sensitive information too easily, and always confirm with the vendor or service provider on whether it was them who sent you that e-mail before responding accordingly.