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Welcome to the community and thanks for posting.
From your description it sounds as if this email was actually not from us. If we have a concern about a payment we will generally not allow it to go through or add an additional security check at the time.
There are a few easy ways for you to tell which emails from us are legitimate—and which might be fake or phishing emails.
Fake emails, also known as phishing emails, attempt to collect your personal and financial information. These fake emails often link to fake websites that encourage you to enter personal information such as credit card numbers, passport or driver's license numbers, and account passwords.
You can always see your payment when you log into your PayPal account. If you receive an email saying that you've received a payment, always log in to your PayPal account at www.paypal.com (do not click on any links in the email) and check your account balance there.
If you think you've received a fake email, forward it to email@example.com. Then delete the fake email from your inbox.
Click Security at the bottom of the PayPal homepage to learn more about fake emails and websites and online safety.
For additional information about fake emails and websites, you can visit www.antiphishing.org, a website put together by the Anti-Phishing Working Group (APWG).
I hope this helps.