E-mails sent are always sending back

Hello,

I've been experiencing this for about a year now, but never really thought much of it, until my PayPal account was recently hacked awhile ago. May I ask what would the issue be, if the e-mails I send (to others), at the point when I send that e-mail, I receive a notification saying "You have received a message from **other person's e-mail address who I sent an e-mail to**", may I ask why and how does this occur? Is there some sort of auto-forwarding going on? Not exactly sure.

Thank you,