I got a message from Yahoo mail telling me I should change my password as they believe my email account was compromised. I had no idea anything was amiss so what event likely inspired tahoo to send me that warning?

Most likely the email was not really from Yahoo, but they included a link for you to use, that contained a virus or the such. Or when you "changed" it using their link they now have your password

This is a "fishing" and so common. Never click on links from emails to go to any Yahoo, Facebook or such sites,

I have Yahoo and have never gotten anything like that from them -- sounds like a scam to get your password maybe?

Or change your password right on Yahoo (not in a link they provided) as long as you aren't revealing anything to anyone else. Hackers have been trying to get my address.

One of our mods may be able to add more to this thread.

If the e-mail contains a link to use to change your password then its definitely a scam. You should change your password, but by logging into Yahoo the normal way and changing your password.

Maybe I miss spoke. I didn´t get an email from Yahoo (or?) what happened is the warning message appeared at the top of rhe page when I logged into the account.

I've been on Yahoo Mail since it first came out, I've never seen anything like what you describe.

There is no such thing to the best of my knowledge and I have used Yahoo since almost day one.

It is possible that there is a viurus that opened with your mail, I would make sure to check carefully