There are many variants of phishing e-mails and in-game messages, and it pays to be alert and know the latest tricks used.
McAfee warns about the increased volume of WoW phishing e-mails and about one in particular:
Trying to convince the user that he will locked out of his account if he doesn't contact Blizzard, the offered link takes him to a phishing page that simulates BattleNet's login page.
But, a discerning eye will notice that the URL of said page doesn't correspond to the address of the legitimate site, and if not sure, a quick search will prove that it is so.
Users are always advised not to follow links within unsolicited e-mails, and in this case, to add the 2-factor authentication option offered by Blizzard if possible.