LL, ignore it outright. If it's somebody who's got any real connection to you the best way to get them to stop is to be (apparently) completely unaware... if you don't react it's not fun.
If it becomes spooky and persistent then you get in touch with your mail provider and ask their advice, but there's nothing to be gained in worrying over it. It could be a fluke, even. The few places left which make it possible to send anonymous mail are fairly disreputable.