Outlook.com and Hotmail's linked accounts feature which allow users to switch between Microsoft Accounts without having to enter passwords is being killing off. The feature was originally introduced in 2006, but Microsoft is going to stop supporting it over the next couple of months in favor of aliases and for security concerns.
Microsoft wills soon send you email about this change, including the steps you should take. Soon after, when you sign in with a linked account, you'll see a notice with the same info. Microsoft wants to make sure that you aren't surprised by this change. If you don't use linked accounts, there's nothing you need to do.