Your bank lets you know that a certain amount has been e-transferred into your account by someone whom you do not know, and cannot trace.
You wonder who sent it to you and why, and you feel dishonest if you cannot return it because you know that you have done nothing to deserve this money.
A while later you are contacted by email by this person who lets you know that this money transfer was sent in error and can you please return it.
So being the nice person that you are, you send an e-transfer back for that amount to that entity .
What you do not know is that the amount sent to you was stolen in one manner or another, credit card theft, stolen cheque or whatever.
The person whose money was stolen notifies their bank which contacts your bank, and your bank eventually takes that money back from your account because it was fraudulently deposited.
However in the meantime you have sent a legitimate e-transfer to that thief and it is highly unlikely that your bank will give you your money back ( it is a typical case of buyer beware).
So now you are out whatever amount was sent to you.