You were scammed. Blizzard does not use the in-game message system in Overwatch to send custom alerts to players but instead will send e-mails to your e-mail account for your Battle.net account. Unless I see a screenshot or something, you may have been in a skirmish or if you were in queue, the message could have been typed in by a player in the lobby chat (this chat is in a white color).
Any system messages will have no identifying username and will appear in yellow or red. Critical messages may appear in red text with a white background. These other colors indicate a message from another player depending on the lobby or game mode:
- White = General Chat (while in the main menus)
- Orange = Match Chat
- Blue = Team Chat
- Green = Group Chat
- Purple = Friends Whisper