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It means we're watching you! :D

Actually, it just looks like part of the message. Maybe a built-in advertisement header.
 
No idea what that is but you can grab screen shots of a specific area with Cmd + Shift + 4, rather then take a photo of your screen ;)
 
what else could it be

My brother showed it to me, I would've used screen shot if it was on my computer. It's a message from me and that thing at the top doesn't pop up in my mail app when looking at it. He's worried his computer is hacked and I'm looking for an explanation for it or wondering if something of this sort has happened to anyone else.
 
Looks like a warning about the little invisible 1-px images that advertisers include in messages to determine if anyone reads them (when you open the message and load images, the image is loaded from the advertiser's server and they can tell you've read it.)
 
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