Right up until that part, it sounded like a legitimate notice from Amazon, that could be evidence someone had hacked your Amazon account and bought something to be shipped to themselves with it. One of the main reasons online retailers and financial institutions routinely send out confirmation e-mails is so you'll be alerted if your account is being used by an unauthorized party. But when you get a message that sounds like that might the case, of course you should always go directly to the retailers site and contact them that way, not click on a link in the e-mail.
I checked my bank account, it’s OK.