If you right click on the message name in the inbox of most email programs, including Outlook Express, and look at properties, you get a bit of information about where it pretends to come from, but this information can be "faked" by a number of methods, so it's almost never accurate for anything with evil intent. If you look at a few "good" headers this way, you may learn what should be there; and would have a better chance of noticing when "something isn't right."
The "non-deliverable" message is now a pretty standard scumbag trick to attempt to get people to click something, and/or to submit personal information "to fix their account." It's called "phishing." A similar setup fakes the web page, or an "official looking" document to look like it's sent by a reputable business, and asks you to click a link, and/or to send them your ID details so they can "fix something" for you. NO REPUTABLE COMPANY will ask you for personal information in an email.
If someone got your email address into their mailing list, they probably have several (hundred) thousand others that they got the same way. They will keep sending, sometimes the same message, to everyone on that list until there are no idiots left on the list who will reply. Then they'll get a new list, and maybe your name won't be on it. Sending masses of email is so cheap that they won't clean their list until it quits being productive, and there is the chance that someone will get curious if they see the same message repeatedly. DON'T BE CURIOUS.
Not too long ago, one might assume that SPAM email was just like the junk mail in your postal box - just advertising looking for suckers. The high incidence of SPAM specifically intended to harm the curious recipient is so high now that there is only ONE APPROPRIATE ACTION: DELETE IT IMMEDIATELY.
At least with the email junk, you don't have to separate the staples to run it through the shredder.
If they step in a hunk of unidentified goo, rational people do not sniff it, taste it, feel it, etc., or even worry about what color animal dropped it. They wipe it off (DELETE) and at the first opportunity they make sure their shoe is actually clean (Run AV and anti-spy utilities).