You probably got a "I know your password" message, and those are common.
You may be re-using your passwords here though, and that ends badly.
This due to server breaches; websites where you've re-used a password become known, then that password is tested everywhere else. And they might then find another login associated with your email address. This in addition to trying to scam folks with these "I know your password" email messages.
Check your passwords. Use Settings > Passwords on your iPhone, and look for and address the security recommendations section listed there. Pick a couple of the highest-priority passwords and at your most important accounts that might be listed there, and change them, and work through that list at your earliest convenience.