I need to know if Fed Ex Courier Security Department in Edo State,Nigeria Is a scam?

They are saying that they have 800,000.00 US dollars ready to be delivered and that I need to Western Union a $400.00 deposit to retrieve from West Africa, I do not know where or why they have sent this,I'm not sure if it is spam or a scam or if it is ligit. But that is alot of money to freely give to get back alot more in the letter it stated $800 US dollars and now their saying $800,000.00,have anyone else recieved anything like this? Please I need to know whta's up with this.