Email from yahoo@yahoo.com saying that my account was linked to facebook?

So I open the email and it says something like "Rodney Allen A. your yahoo account has been linked to facebook." UMMM my name isn't Rodney Allen A. so I click on the link that says "I didn't initiate this action." When it rerouted me to my account settings, there was no facebook option on there to deselect! I'm hoping this isn't a really sneaky virus. What do you think? Have you heard of this? Help please.