That link in the message, have you looked very closely at it to make sure it's not a simple trick to validate your e-mail for more spam?
No, my mail client is similar to a browser in that it has a status bar and I compare the URL's. Second, it warns if the actual URL is different than what's in the text.
Do you publish your e-mail anywhwere on FB?
Invisible to all. I am obsessively protective about visible email addresses, see my posts about fighting spam in forms. :-)
If someone posts something, but then go back and delete it after the fact, you will get the notification, but when you go to look at the post it will be gone.
Right, I know about the delete thing (my daughter often snarks off on mine and deletes them, "HAH gotcha . . . .") The difference is when someone posts on your wall, the wall post is indeed in the email. In these, it's not.
The odd thing is, last time it happened, like I said - I'd look at the friend's "wall" and there were other "friends" inquiring about the person posting on THEIR wall.
I'm probably getting confusing . . . it's as if person A posted on my wall and other friend's walls, but you go look and they didn't. Remembering the "default behavior" of FB: when they do that, their post content is in the email you receive. In these it isn't.