Received message from myself which I did not send

I have just logged into my Hotmail account and appear to have received a message from the account which I did not send (although I may have been logged into the account when it was sent, I cannot be certain).

It does not appear in the Sent box.

Furthermore it has the message:  Be careful!  This sender has failed our fraud detection checks.

It has an attachment which I have not clicked on.  It is very small but peering at it I do not recognise it.

The email does not appear to have been sent to others in my Contacts list.  Has my email been hacked or is this a clever phishing email?

Any advice welcome

Thanks in advance