Epsilon, and their customers are issuing advice to end-users like you. They are telling you not to answer emails from strangers, and to not provide information in response to emails. They are telling you to:
Just hit delete.
That is, at best, bad advice. These stolen addresses will probably be used to send you phishing mail and attempts to install spyware, keyloggers and other malware on your computer: you will be at great risk of handing over even more information to the criminals behind these thefts.
CAUCE has a much safer alternative to protect yourself:
Change your address!
Your old address is ruined, and although changing is a hassle, Identity Theft and losses at your bank are a much bigger hassle. Changing is the only 100% guaranteed way you can avoid all the spam that is about to head your way.
Change all of your login accounts at various retailers and banks, and other services you use, update them all with the new address. Today is a good time to come up with some fresh passwords to use, too. Keep the old address account in case you forget your password somewhere, but you can ignore it, moving forward.
If you want to get fancy, you can ‘tag’ your new address. Security blogger Brian Krebs has information on how to do this here. No matter what, change your address as soon as possible. Consider it one of your 'To Dos" for the weekend.