I am getting many alerts on my Android phone stating, "Couldn't sign in" followed by my gmail address. As if illegal attempt at logging in. What should I do?

This has been happening quite often (every day several times a day) and appears as if someone is trying to log into my gmail or Google a account. Also when I go into settings in Gmail, I see that my Gmail email address listed and my yahoo account. Interestingly, when clicking on the notification about not being able to log in, a page appears with Yahoo at the top followed by my yahoo email address. Below the address is a field titled NEXT. I have not clicked on that field yet.