I got this e-mail in my inbox yesterday: 
I have noticed that some of my facebook friends have been sending me wierd messages with links to mysterious websites, then later they will write back and say "Sorry my account was hacked!"   This e-mail is one way that hackers get your information.  This e-mail I received had an attachment that if I had opened it, would have installed a virus on my computer.

You may see e-mails like this regarding banks and other websites that you may have a login at.  I found some great advice from The Computer Tutor about what to do if you get an e-mail that you may think is suspicious, but are not quite sure:

Remember this one thing: your bank, or any other reputable institution, will not send you an email asking you for your personally identifiable information. If you think you have actually received an email from your bank, don’t click on any links in the email. Just open up Firefox or IE and manually type in the bank’s web address. From there, you can safely log in to your account and see if there are any notifications that require action on your part.