This is likely a phishing attempt. DO NOT CLICK ANY LINKS WITHIN THE EMAIL!!
First, look at the return address of the email. I just received an email like yours, but the return address was: Facebook Security
<email@example.com>. A quick whois lookup of fbook-alerts.com reveals that it is not a real domain! Strike one for this email!
Second, hover your mouse over the "Review Login" button. Don't click on it!! Look at the bottom left area of your browser window, where you will likely see link URL associated with the button. It might look like this, which is what my email contained:
http://online-banking.kb4.io... etc. etc. etc. lots of gibberish
See how the address in the link doesn't say anything about Facebook? And it says online-banking.kb4.io? A quick search on threatcrowd.org shows this as a malicious domain. Strike two!
That's enough strikes for me.