Thanks for the replies, even you ElectronDF...
After reading the link that Khatovar posted I now know how to check for myself if the E-mails are authentic! And funnily enough, they're not ;P
The return address is some jumble of letters@ etc instead of blizzard... Not something everyone knows, need to be told first! And this was the first time I've ever needed/wanted the info, but now i know
And as for the Authenticator, I've had one on all my accounts since they were available! probably the only thing stopping them from actually hacking my account as they clearly have my Battle.net addy!
Still puzzled as to how they got it as like some of you it's a separate address that's sole use is as my battle.net addy : /
Only thing i can think of is i signed into one of my toons on a friends PC a few weeks back, maybe his PC is compromised : /
Thanks again for the help, now I know I can ignore these E-mails and just change my Battle.net address!