Yahoo thinks my account has been compromised?

So I couldn't sign into my yahoo mail from my phone for a couple days. I have it set up so it automatically signs in. I never have to put it in. I logged in from my computer and it said yahoo thinks your account has been compromised. I heard it may be a phishing scam, but it looked legit. I changed it. I got an email from yahoo saying your password has been changed successfully. I changed it once more. Got another email from yahoo saying password has been changed. Do you think it was a scam or someone hacked it ? Should I delete sensitive emails?