Please can someone tell me how to do this as I don't understand what it means or how to do it:
In order to investigate it, we need to ask you to send us a complete
copy of the email you received, along with its full header and to ensure
the subject line of your email begins with HEADER REQUEST.
A header looks like a string of nonsensical characters. You can usually
find the header by using the "properties" or "options" function of your
email program. The header includes information that will help us trace
the path of the email and determine the real identity of the sender.