Spam emails are randomly sent to email addresses purporting to come from an organisation or individual and they might claim to contain urgent news, confirmation of a non-existent order, that charges will be made to a credit card, or indeed any excuse to encourage the recipient to click on a link and visit a spoofed web site.
Visiting the web page with an unprotected computer and web browser allows the attacker to run malicious code on your PC, usually installing a trojan or keylogger. Should this happen, the attacker can gain full remote access to your PC, which then allows them to steal usernames, passwords, other personal information and to control the computer for other purposes such as sending more spam emails and installing other malicious software.
Remember, Cigna, will never ask for any password or security questions by email. Nor would we send you a link other than via our secure email system.