Unexplained User signup

I received an email notification from my site that I had a new user registration. Opened it and it showed me the person’s username and email address.
I guess that’s normal, except in my Settings I have “Anyone can register” UNchecked.
When I logged in to my site to boot out this interloper, he wasn’t there. Only the authorized users were listed.
What happened here?
Can I prevent it?
Thanks!