You can change your password to be sure, but there’s nothing you can do to prevent the attacker from entering your email address into the login field of your mail service.
Be extra watchful for phishing attempts. If you’re using TOTP or SMS for authentication, consider using Passkeys or a Yubikey(-like device), as TOTP and SMS codes are easily phished.
Changing your password on your Macy’s account and any other account that may share a password should be a priority, if you haven’t already. Other than that, not much you can do but hope the annoyance goes over quickly.