You can check if your email address is in the open by checking Have I Been PWNED.
Due to numerous software breaches there are a huge number of mail addresses that are known to be on black market lists.
The threat of extortion is often accompanied by the first few characters of a password. Very often the password is picked up from insecure non-HTTPS forums or site registrations and if you haven’t changed your password since, could be relevant. It may be an older disused password that whilst ineffective causes the victim concern.
Older forum software can be a ready source of usernames, passwords and personal details.