same with you i have got that email from kraken, not only from kraken i have got that email from other exchanges which use cloudflare also from gambling site its only for our security better we change all our passoword to prevent our account from hacker
It looks like Kraken isn't the only one that has this issue and affected with cloud bleed. Most of them notified us to change password because of the cloud flare issue. I got also from yobit and I assume that most of us that are into exchanges expect to receive email from them.
Am I in trouble if I don't change my password there but never used the account?
Not really, I didn't changed my password either.