The message asking you to confirm delivery is an automated email sent once the system reported that it was delivered. Since the order is in your Aliexpress account with your email, automated email was sent to you assuming it is you who received the order. You are not suppose to take it seriously. Don't make something out of nothing.
No. The more sensible and safer way is to do nothing at all. As has also already been stated. Sensible as it saves time and is totally unnecessary and safer as it gives you the full 45 day refund period ... if you need to use it.