Someone attempted to access my Facebook account a few months ago, and succeeded in doing so.
They also managed to hack my Hotmail account, and they changed my passwords on both.
There was a long process I had to go through to retrieve my accounts back and prove who I was, but I managed it.
I now have all accounts set up to other devices such as my phone, so if anyone tries to access my accounts from any other device, I get a text/phone call to confirm whether it's me or not.
Once I'd managed to get my account back, Facebook showed me where it had been accessed from, it was someone in Paris.
It was horrible seeing on screen, on a map, the location of this person who had managed to access my personal details etc. Strangely enough they hadn't changed anything, other than the fact they'd opened a few emails, it was probably some sort of malicious malware attempt.
Although you now feel paranoid and in some sense violated, don't worry too much.
The fact Facebook have told you someone has "attempted" to access your account, means they failed, therefore nothing will have been changed on your account.
All you can do is set your Facebook account to highest possible security, you can have your phone and several other devices set up with it, so if anyone tries to log in you will be informed and can deny them access. Also, thinking of a really "obscure" password isn't the best way to go, passwords work on their length, if you have a long password which is several basic words tagged together, it is stronger than a short password of a word that only you would think of. Most hackers don't "guess" what your password is, but have a system that runs through every possible combination of letters, numbers, etc.
Change your security question as well, security questions aren't really very secure, as silly as it sounds, never use the real answer to the question you pick, but use an answer you will remember.
For example, if you pick "What is your Mothers maiden name?" And it's "Johnson" don't use Johnson, use something entirely different.
If someone has seen your name on Google, checks your friends/relatives or searches Google, they could very easily find your Mothers maiden name, and access your account that way in seconds.
I hope that helps a little?