Why does terminal say: "You have mail"?
Solution 1:
Somehow you've had a script or something similar deliver mail to your account on your local machine which is stored in /var/mail/$USER
You can either remove the file /var/mail/$USER which will remove the alert that you have mail (as it will alert you if that folder is present and/or has unread messages) or you can use mail to read the messages before deleting them.
Solution 2:
Type mail to view the mail. I believe d deletes it.
Solution 3:
There are several ways to remove it. The simplest is:
> /var/mail/<whatever_user>
You need to include the '>'