I had the same request from inside one of Apple's apps. I think Apple just want you to update your security questions. I logged into the AppleID site, appleid.apple.com, and updated the questions there. Relaunched the app and no more questions.
I think you get 3 or 4 tries before they lock your account, I had gotten 1 question wrong 2x an didn't want the account locked because of a typo.