Ya.. the authentication code is actually the Blizzard Authenticator. A device that you can tag your Battlenet account with. Once they tag, everytime you try to login, a series of numbers will appear on the authenticator. You will need to key in those numbers along with the password. So.. most probably, someone hacked your account and tagged an authenticator to it.

Before you call them (if you are planning to) you should have your World of Warcraft Cd-keys with you because that is what they will ask you for to prove you own this account

Ya.. very convenient nowadays. They always assume you have the ownership when you are increasing the security of the account. When they changed from Account name login to battlenet email login, they didn't send authentication to my old email also.. just ask me enter account name and password can already