Just think about it, when you set up your e-mail client, you are asked to enter your own e-mail address and a return address. You can put any valid email address in these fields, and it won't in any way affect the functioning of your e-mail client. However any e-mails that you send will (superficially) appear to come from the address that you entered, and if anyone tries to reply or bounce your e-mails, the result will be sent to the return address you've supplied.
So, as Ethel says, the fact that an e-mail appears to come from a particular address - even your own address - doesn't mean a thing.