I think I have the answer to this one as exactly the same thing happened to me yesterday.
One email will show delivery to you with tracking. The other one will show the address for the returns centre and tracking. This I believe is for the phone which you currently have in your possession and which will be tracked back to the returns centre. If you click on the tracking for the return you will see that it says 'parcel yet to be received' or something similar.
Once your broken phone is swapped you will then be able to track the return of it to ensure it makes it to the returns centre.
It confused me too at 4am this morning when I read the emails until I realised that the return centre address was actually the address the phone came from as shown on the parcel label. Mine was an address in Bermuda Park, Nuneaton.
Hope that makes sense.
BD 
