SPAM?

A few days ago I got an email purporting to be from Microsoft saying that they think my email address was compromised.

Now, this may be a SPAM, but if you have received any suspicious emails supposedly from me, please accept my apologies. As always DO NOT open links you do not trust or know to be safe. If you have received anything odd, purporting to have been sent by me, please let me know.
Hopefully the issue has been dealt with and you should not get further trouble. If this is a SPAM please let me know too as my mail account did not see this as SPAM.