You receive e-mail messages with your own address as the sender, with [SPAM] in the subject line.
When you get an e-mail from your own name, you might be inclined to open the e-mail. This is not so bad with spam, but more and more viruses are distributed in this way. You should remove the mail and not respond to it.
It is less scary than it seems. There is a name for it: spoofing.
Any given (existing) e-mail address may be used as the sender, there is no protection against this. Spammers almost always send e-mail with a sender address that is not theirs, but really exists. In some cases they use the same address for sender and recipient. In this case it is unfortunately your address. Your address may have been picked from the Internet (by a kind of search engine), but it could also be that someone else's PC is infected with a program that reads e-mail addresses.
You receive e-mails with error messages indicating that an e-mail that you sent could not be delivered. However, you have never sent that e-mail.
You should remove the mail and not respond to it.
Spammers almost always send e-mail with a sender address that is not theirs, but really exists.
In this case, it is unfortunately your address. If the spam e-mail can not be delivered, this results in an error message ("bounce"). Which is sent to the address specified as the sender, your address.
Generally speaking you will not suffer from the above for long, because spammers abuses other addresses each time. It is unfortunately not possible for us to properly separate the error messages on spam e-mails from error messages that you would like to receive. Therefore, it is not done.