In reply to Duncan Bourne:
How did FedEx get your email address? That's not usually on the delivery information, is it?
A supplier would have it, if it was a legit delivery, but FedEx wouldn't.
Also, have a look at the email headers.
You are probably only seeing parts of the email headers, as most email clients are configured be default to show a Reply-To address, a Subject, and a Time / Date
You may find that the Recipient address is something random, or non-disclosed - particularly if you have a catchall address. And the Sender address will almost certainly be something random in China, or Russia, or some yahoo address, and I doubt that FedEx use random addresses to send emails out.
So, it's a scam
You should be able to add extra headings / topics in your mail client that make spam even more clearly identifiable, but the default headings are often completely shit at revealing the sort of stuff that makes it blatant that it's not from whom it purports to be from.