If you get the UPS fraud email especially when you aren't expecting anything from the company delete it. You can also report the email to fraud@ups.com.
Scams and scammers are nothing new. Pharaoh famously fell for the square-wheeled chariot scam back in the day. Ok, I made that up, but it could have happened. Of course, scams these days are easier to pull off with the advent of the internet. All the bad guys need you to do is click a link in an email, for example, and you're sunk.