Happened to me once years ago when I started playing WoW and was still fairly new.

Ever since then: Whenever available -> Security Token. Always. Always. Always.

The smartphone version is free of charge and super easy and quick to set up. You also get a security password to remove the token if ever necessary.

Dont think this "wont happen to me anyway". Could happen to anyone.

Just a general piece of advice to anyone not using one.