Wipe it clean, see what happens. FYI, having an email sent from your phone doesn't necc. mean anything really, some crappy apps will send emails directly from your device without even asking... not the first time, won't be the last.
Is it your phone, or your employer's phone? If it's your phone approved for use by your IT department, perhaps someone at your employer is playing games?
I think someone is just playing some jokes with you or it could be a application doing it.
I though never ever had someone send me a message like that. I have plenty of applications and i have no problems with them.
I wouldn't be too concerned about it, if you are, try not to put your private stuff on it to be safe and see what happens.
Did you leave the device sitting around where someone could have access to it? Do you use a password?
If you use a password and lock the device, if someone else tries to use it, after 10 incorrect attempts at the password, the device will be wiped. As long as you have a backup, you will be able to restore it.