When people receive emails which appear to come from their own address but they haven't sent they naturally tend to be concerned: however it's most unlikely that anyone has hacked their account, they've just been targeted by one of two common spammers' techniques: both arise because it's all too easy to forge the 'from' address on messages to be something other than the real one.
There are two things that can happen. One (which is presumably what is happening to you) is that the sender has forged the 'from' address to be the same as the 'to' address (so other people will see it coming from themselves, not you), presumably in the hope of confusing spam filters. It's harmless, if extremely annoying. Delete it (never ever answer spam or try to unsubscribe from it), and you don't need to be worried about it.
The other problem is that a spammer is forging your address as the 'from' address on a whole batch of messages. The first thing you hear about this is when you start getting bounce messages because the spam has been sent to non-existent addresses and is being bounced to you. There's no point at all in responding to it. It's infuriating but normally stops after a bit as they move on to another forged address.