I have received an email like this twice now:

Dear Steam User,

This is an automated message generated by Steam account administration. It is being sent in response to a query made by a Steam user to discover all account names associated with this CD-key.

Steam account name: agentpooky

You can use the above account name to log in to Steam. If you can't remember your password, click on the "Retrieve lost account" button on the Steam login screen.

The Steam Support Team
http://www.steampowered.com
I didn't make any queries; is someone trying to steal my account?