For obvious reasons, spammers never use their real e-mail address when sending spam messages. Most of the time they use a made-up one, but occasionally, they use one that actually belongs to someone like yourself. When any of the spam messages fail to reach their intended recipient, you get the non-delivery e-mail.
Don't worry too much as yours is a very common problem and there's nothing you can do to stop it. It's happened to me a few times too. After a while those e-mails will stop coming in.