Possible to track activity on an account?

I suspect that a password of mine got stolen somehow, not sure by who. I remember on here hearing about ways one can track any and all activity on an account, like from where somebody signed onto the account, and at what time, etc…so is it possible to find out where this other person is signing on from, to give me an idea of who it might be?

What site or account? Is it really that important? Go directly to the source, meaning email the place where the account is held.