A new device showed up on facetime which I don't own I got a notification saying a MacBook Pro is using facetime with my Apple ID, but I don't have a MacBook Pro. How do I verify what device this is and where it is coming from? Should I be concerned about this?
The idea of those notifications is to alert you to the possibility of unauthorized usage on your Apple ID. Obviously, I get them any time I restore a computer, load up a new device, or just sign out of Facetime (or Messages) and back in, but for me it makes sense as I can relate it to a particular event. 

Since you do not have a MacBook Pro, you certainly have reason to be suspicious. An Apple ID can expose a large amount of information to a nefarious user. 

If I were you I would reset my Apple ID password and enable 2-step authentication.