well, it's bad form usually to add someone through such means, but as messenger has a blocking facility (and they'd have to accept you onto their list) I can't see it doing any harm.
If you use messenger plus, use the logs there. There may be chatlogs (if they didn't turn it off) in your "my recieved files" folder. Failing this, it may be listed under the manage passwords of the .net section on the advanced tab of "control userpasswords2". Otherwise, the chances of the email adress being stored are negligable.