I just received another message, supposedly from Facebook support. This time it was from a different email address (probably fake), and pointing to a site in Russia. Again, just mark these as junk, and get on with your life.
You might also want to login to your Facebook account and check for notifications there. (BTW, when you open the logon page for Facebook, are you going to http://www.facebook.com or https://www.facebook.com? See the ‘s’ at the end of the http? That subtle difference helps protect your sign-in details because that letter stands for secure, and means your information is encrypted. The first link would allow anyone monitoring your login to see your username and password as plain text. So, which page will you be using from now on? I hope the secure one!