If the guy was surprised, he must have been new to PayPal, cause I have been getting this e-mail for years. I also get them from banks I don't have accounts at, credit card companies for cards I don't have. They just mail them to everybody and if you happen to click, they got lucky.
There is an e-mail address you can forward the emails to, something like
[email protected], not really sure. I used to forward them, but not anymore.
I also used to get e-mail saying I was late on payment for eBay item or did I still have some item I never had available.