When Magento is first set up, there are typically default email addresses associated with the installation. Sometimes, Magento has its own set defaults, like email@example.com. Sometimes, it'll have one of our developer's email address.
This tutorial will show you how to change those emails.
Navigate to System > Configuration.
On the left side, navigate to the Store Email Addresses tab.
Under Store Email Addresses, you'll see a list of email addresses. Just replace the data as you see fit, click Save Config and that's that!
Email Addresses on Multiple Stores
If you've got multiple websites, you're probably going to need different email addresses for each store.
Up in the upper left of System > Configuration, you'll see a box with "Current Configuration Scope".
Just click the dropdown and select the store you want to edit.
You'll see that "Use Default" is checked off. Uncheck that and edit it as before, and that's it!