i received an email letting me know that i purchased something on line and did not what do i do

Make sure the email is actually from Apple: Identify legitimate emails from the App Store or iTunes Store - Apple Support

Check your account for the purchase: See your purchase history for the App Store or iTunes Store - Apple Support

Check that you have no ongoing subscriptions. sometimes free apps and games may have free trials that renew into paid subscriptions: View, change, or cancel your subscriptions - Apple Support

There are many scams that purport to be from Apple but aren't. If you are not seeing the charge in your account, or your card statement its likely a scam or phishing attempt.

Avoid phishing emails, fake 'virus' alerts, phony support calls, and other scams - Apple Support

Has your credit card been charged?

Apple will always address you by your name or the name they have on file for you, not Dear Customer, Dear Client or by using your e-mail address.  The e-mail will be from @apple.com or @iTunes.com. E-mail addresses can be spoofed. You can go to Mail/View/Message/Show all Headers to see more. Apple e-mails will never contain an attachment. Apple will never request personal information by email such as Social Security numbers, your Mother’s maiden name or full credit card numbers .

The only exception to the above I have noticed is if you order something from the Apple Store (apple.com), your receipt will be addressed to Dear Apple Customer. That is a receipt for a purchase you initiated.