Usually con artists send out hundreds or thousands of sweepstakes scam attempts to all of the email addresses, regular addresses, and phone numbers they can find. That information is publicly available, and scammers can't do much with it other than try to get you to send them money. It's the sensitive information like bank account numbers, social security numbers, credit card numbers, and so on that you really don't want scammers to have.
However, if you respond to a scam, con artists will oftentimes mark you as an easy target and sell the information that they have to other scammers, which can lead to receiving even more scam offers.
Whether you've received a sweepstakes scam or not, it's always a good idea to check your credit report regularly and pay attention to anything that looks strange or wrong. For more information, read about how to protect yourself from identity theft.