I've had a number of accounts compromised, including my hotmail, Ebay and Paypal accounts.
Change your password and your security questions and make sure your backup email if you have one hasn't been changed. Are you sure you didn't try to login or input your hotmail info into an unsecure website? It seems really rare that you'd actually get 'hacked'.
In my case my ebay and hotmail accounts were stolen by a chinese fellow who then proceeded to change my hotmail options to chinese language he didn't change the password, but once I found out it had been compromised I couldn't do much about it until I found the option to change my language back to english lol, he also tried selling a bunch of fake watches on my ebay but support was able to cancel all of those and save me some trouble. All is well, this thing happens, all you can do is change your info and move on dude.