The sender was "United Parcel Service", but the subject was "Fedex Tracking N5421062126". Yes, they're two completely separate and competing companies, but no alarm bells in my still-asleep head. Neither did it raise my suspicions that I haven't ordered anything that might be delivered by these guys, nor that it was addressed to an email I don't use any more.
Here's the not-too-convincing body:
Unfortunately we were not able to deliver postal package you sent on October the 18st in time because the recipient's address is not correct.
Please print out the invoice copy attached and collect the package at our office
No detail whatsoever, and something tells me UPS doesn't sign off mails to their customers like that (I could be wrong!).
Still on the phone, I read the body, failed to notice the sender email@example.com, and open the attachment! Luckily it was a zip, and finally something must have clicked in my brain to stop me run the executable inside.
When the call finished I came out of autopilot and only then realised how close I'd come to riddling my PC with all sorts of who-knows-what. Moral of the story: stay in bed till after lunch :)