Listen to bluejonjo!
In the email, hover your mouse over the links and see where that link will actually take you in the status bar (the bottom left of Internet Explorer). Sometimes, the text in the email may say www.paypal.com, but the actual link is something like
http://123. 456. 78. 0 or
http://somethingdodgy.scam.net
Just be cautious!
If I receive a genuine looking email from paypal, I always close the email, go to the website in a new Internet Window, log in and check the information they are asking for.