Spam has grown to become quite sophisticated over the years. A general practice with all e-mail is to not open something from someone that you do not know. Your e-mail address can be picked up from simply placing an order online or subscribing to any service. It isn't too difficult for spammers to snag these, so don't fret too much; just be careful about what you open.
Another thing to make note of is that, depending on your e-mail provider, you can make adjustments to your spam filter settings. It is a little bit of a pain to initially setup, but after some work (meaning a few weeks to sorting through things), it becomes worth it.
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I swear, troubleshooting is a science: the best discoveries are always on accident...