I received an e mail from a domain registrar that someone was attempting to purchase my same domain name with other extensions. My domain name is bad undies dot com and I sell lingerie. Do I need to worry about someone else registering for other extensions, trademarking the name and then taking legal action against me for trademark infringment?

Try to avoid legal fight if you can. But if the other parties like your name, your worry will come true.

sell it for the right amount, if possible

YOU SHOULD.