No. Neither you nor the intended recipient's identity is compromised in any way.
The intended recipient simply entered the wrong email address or phone number—which happened to be yours—by mistake.
We require email validation at e-file, which means that if anybody entered your e-mail address by mistake they'll be forced to correct it when they attempt to e-file. You can delete the messages. Always feel free to contact us if you have any concerns about your privacy.