That seems fishy to me. For YEARS, Ebay has tried to hide the bidders and sellers E-mail addresses, phone numbers, and names from each other so that they can't make a deal outside of E-bay.
I would suggest sending an E-mail to the seller , VIA E-AY, and asking them if they sent you the message and if that is their E-mail address and how they got your E-mail address. Be polite and explain that you just want to know if the message that you got was legit.
OTOH did you bid via a proxy bid system? Maybe the E-mail came from them or maybe their system has been hacked.
Other possibility, Have you bought from that seller before? Maybe that's how they know your name and E-mail address.