Microsoft has announced on the official company blog that additional steps will be taken to ensure customer data is kept private and secure, which will be added on top of the work already carried out by Microsoft to prevent unauthorized access to accounts. Redmond will now notify you if it's believed your account has been targeted or compromised by a party acting on behalf of governments.
As-of-right-now, Microsoft notifies you if your account has been targeted by a third-party and provides details on additional steps one can take to tighten up their account security. This notification system will now be expanded to cover state-sponsored attacks, and while the company will take steps to alert users it does reiterate that such notifications should not be taken as Microsoft's systems being compromised.
As well as Microsoft protecting what data you have stored on their servers, it's also recommended that regular scans for viruses and malware be carried out (which we'd back as sound advice), as well as update checks for software and Windows. There are a few steps you can take right now to ensure your Microsoft account is as secure as possible too. Turn on two-step verification, use a strong password, be on the lookout for suspicious activity, and don't open that strange email about winning a Surface Pro Elite 6000.
Microsoft has more details on security and how you can better protect yourself on the company's Account Security website.