Don't worry. Someone having your email address is not the same as having access to your email account. You do not have to change your password.
Yes, report them to Ancestry. If they emailed you then be sure to keep the emails and get the full headers from them. This will help in tracking them down. This is not hard to do in most email programs but I can't tell you how to do it in yours.
I'm hoping Ancestry will be responsive and will not only help in stopping them but will tell you where else to report this scam.
Please keep us posted.