If you receive a message like this
IGNORE IT, BECAUSE IT'S A SCAM!
The link will be a TinyUrl or similar redirecting to a Java executable (JAR)
http://preview.tinyurl.com/blockchain-com-transaction (you can preview the URL safely)
Probably that executable will try to exploit some vulnerability of the Java Virtual Machine.
SCAMs like that are very easy to perform since there are Free
SMTP Services that allow anyone to send an e-mail faking a real address or even using one that doesn't exits. So be careful when you are about to click a link on an e-mail.