A lot of the SPAM email you see in your inbox comes from strange email addresses.  I’m sure you’ve noticed some of them. 

Some SPAM even appears to come from your own email address.  If that happens… don’t worry.  We get SPAM messages all the time from ourselves.  It’s often a source of amusement to me, in fact.

As this article points out, the email address that appears in the “from” field has basically nothing to do with where that message really came from.  Sadly, it’s terribly easy to set up a message to appear as though it’s coming from a trusted source.  From the article:

In fact, so-called address spoofing is such a common trick that it’s become a major tool in phishing scams. The hope is that a suspicious recipient will just look at the sender, see it says “admin@ebay.com” or “service@paypal.com,” and assume the message is legitimate. Of course, it’s as phony as a three-dollar bill, and if you click on the links in that message, you’ll be whisked off to a scam website.

Long story short… you should have good antivirus and anti-spyware software running to protect your machine, just in case you ever click on a phony link unsuspectingly. But, in general, getting SPAM messages from yourself doesn’t mean that your account has been compromised.