The “From:” field in e-mails can be set to anything. It is not checked in any way across the internet as there is no real way to check to see if the from address is valid. As such, it is possible to set this to anything, even to the address of the person the mail is being sent to. It is nothing to worry about, and again is simply just there to confuse people. The thinking behind this ploy is that you may be more inclined to open a message that appeared to come from yourself.