Question about Outlook Express

For the last couple weeks I have been receiving emails to my hotmail/outlook account that are directed to another individual. I am concerned that my email may have been hacked. The email address is the exact same as my own except it is in all capital letters where there are letters. I have tried to email this email address and my account says it is my own and I end up emailing myself. How is it possible that someone set up this account if it cannot be emailed? How can I go about contacting microsoft to solve this issue. It is of great concern to me and I am contemplating deleting my hotmail account entirely to remove the threat.