I've had this problem before but have forgotten what caused it. I have field on my site that lets visitors sign up for our mailing list. After they enter their email address, they receive a confirmation email (to which they have to respond to be added) and I get an email stating that someone wants to sign up for the mailing list. When the person responds to the confirmation email, they're added to the mailing list and I get an email saying so.
Today I received an email from Nobody. There's no sender address, but when I show full headers in my inbox I see that it was sent from my site from an email address I don't use (email@example.com). I can't make any connection between this confirmation and any request to join the mailing list, so for all I know it could have come from someone who never requested to join the mailing list in the first place. What could have caused this?