To find the source of an email, you need to look at email headers. In Gmail, click the down arrow next to the reply button, and choose "Show Original". If you use a different email program, check this list, or use Google.
In general, the bottom-most "Received:" line indicates the source of the email. This isn't 100% reliable, but is good enough in most cases.
Here is an example (from http://whatismyipaddress.com/email-header) showing that the email sent to [email protected] originated from 205.206.231.19.
Received: from tom.bath.dc.uk ([138.38.32.21] ident=yalrla9a1j69szla2ydr) by steve.wrath.dc.uk with esmtp (Exim 3.36 #2)id 19OjC3-00064B-00 for [email protected]; Sat, 07 Jun 2005 20:17:35 +0100
Received: from write.example.com ([205.206.231.26]) by tom.wrath.dc.uk with esmtp id 19OjBy-0001lb-3V for [email protected]; Sat, 07 Jun 2005 20:17:30 +0100
Received: from master.example.com (lists.example.com [205.206.231.19]) by write.example.com (Postfix) with QMQP id F11418F2C1; Sat, 7 Jun 2005 12:34:34 -0600 (MDT)
I strongly hold the view that the most reliable way to verify if an email is legitimate is to contact the (purported) sender via a different method, and ask themcontact the (purported) sender via a different method, and ask them. Technical analysis of the headers might indeed show that an email came from company X, but what if the sender had his account hacked? Doing this also alerts the sender of a breach, if it has occurred, doing them a great service.
Finally, good that you didn't click the link - clicking on unknown links in suspicious emails is risky. There are some tools to help you evaluate a link without visiting it - I find URLquery and VirusTotal to be very good. Others may have additional suggestions.