spammers send out millions of emails (it's done by robots); most of the addressees won't exist but a few will. By replying, you confirm that your address is live. So never reply to this sort of thing, even out of curiosity. Having said that, it probably won't make any difference; but if they want to target you, they now know where you can be found.
PS if you actually have won, you might like to invest some of your funds in this handy tax-avoidance scheme I have going...