First: if there is a link in the email, DO NOT click it under any circumstances.
It reads like someone has gone to your existing registrar, and requested to transfer your domain to a new registrar. This is a request for confirmation: as the last paragraph says, if you do nothing else, nothing will happen.
A domain transfer can not happen unless the existing registrar makes the necessary changes to DNS, so that is usually where such a request is initiated. Are you able to get in to your existing domain registry account? If so, I suggest you change the password immediately, maybe contact them to see whether such a request was made, and by whom.