My alternate e-mail address in Hotmail has been used to create a Yahoo ID which I don't know...?

[Aemire]

I have an alternate e-mail address which I use regularly for unprofessional-related things, like gaming, newsletters, FanFiction.net, FictionPress.com, Facebook, and my blog. But just a while ago (about 8:50 PM) I received the following e-mail:
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Subject: Password Changed
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Your Yahoo! ID is: ‎rh*******ah‎

Your password for this account has recently been changed. You donʼt need to do anything, this message is simply a notification to protect the security of your account.

Please note: your new password may take awhile to activate. If it doesnʼt work on your first try, please try it again later

DO NOT REPLY TO THIS MESSAGE. For further help or to contact support, please see http://help.yahoo.com/help/edit/
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You can always change your password by doing the following:

1. Sign in to any Yahoo! service
2. Click on any "My Account" link
3. Choose "Change Password"

If you cannot find a "My Account" link, you can sign in to My Yahoo! (http://my.yahoo.com) and youʼll find it in the upper left corner
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....Uh....??? ( . __ . )

I don't ever remember making any Yahoo ID similar to the semi-censored on here (the one I'm currently posting with is my only one), nor have I related my Hotmail address to anything under Yahoo, only Google accounts for my blog and YT account. Has my Hotmail been hacked? What should I do?

Though, I don't really understand WHY someone would want to hack it... I'm only a high school student in my senior year who likes to write, draw, play the violin, and sing. Nothing is effecting me financially, but I'm worried that someone might be impersonating me through my Hotmail.

Feedback is much appreciated.
@Casca
I don't think you understood my question. This is regarding an account which is NOT MINE made under a Hotmail e-mail account which indeed belongs to me. And I would never for a second think about clicking any of the hyperlinks. Although the e-mail appears to be from Yahoo, I don't trust it. I suspect a fishing scam of some sort.

For obvious security reasons, I only give the bare minimum amount of information needed for all of my accounts -- even then, for informal accounts like Hotmail, the information is falsified to a certain degree.

Nevertheless, I checked my account settings for any extraneous info, such as alternate e-mails that weren't mine, found nothing, and changed my password (which has also been done within the last 30 days). I'm still a bit concerned, however, while knowing that someone out there on the internet is using my Hotmail e-mail as a Yahoo ID...
phishing*
Darn iPhone auto-correct...