Just ignore these sort of mails. It shows that the sender is unable to hack in to your wallet and is desperately trying to extort money from you. But at the same time, it is worrying that he came to know that you are holding Bitcoins. I would request you to immediately increase the security of your wallet, by adding 2FA.
They are actually just spamming harvested addresses from spam-mail databases.
They know NOTHING, these disgusting fake-hacker tards.
The email where I received that threat is one that I never used on any exchange/webwallet etc.
Then there is nothing to worry about it. But I am sure that a lot of noobs are going to fall prey to such dirty tricks. I feel pity about them. Everyone should remember that purchasing the Bitcoin is not the end of the job. The real effort is to store it safely and securely from the hackers and wallet thieves.