Good evening,
The right reflex, as @Diablotin says, is to delete the message.
It’s not really a hack that would be to enter your mailbox and send emails in your name, either to your contacts (very effective), or to email addresses collected on the internet.
In your case you received the message which is simply an extortion attempt sent randomly to thousands of addresses.
The answer from @suisse is very good advice valid for any internet service. In addition, you must choose complex passwords and not reuse the same password for several accounts. If it’s too complicated to remember, there are very good password managers.
DanielD
a year later
As said by @suisse,
It is a good idea to change your password regularly, with a “complex” password, i.e. an MDP containing a lowercase AND uppercase letter, character with accent, number and special hyphen type characters.
Most browsers offer you complex MDPs when registering on sites and store them in memory, smartphones generally do the same!
Roman