When you enable email subscription to one of your feeds via feedburner, if the email update is being sent to a hotmail account then the email address you used to set up the feedburner account is revealed. This ofcourse opens you up to receiving spam. I found this to be true only for hotmail accounts and not for gmail. Not sure what the deal is on other email accounts. Here's a screen shot of an update I received from a site using feedburner email subscription: