If you hover the mouse cursor over the tracking number and Mail recognizes it the number is surrounded by a dotted rectangular outline. If you click the down arrow you get two options: Track Shipment or Copy.
The latter copies the shipping number to the clipboard and the first option opens a window like this:
In this case the package shipped via UPS so Mail opens up a Quick Look of the website that tracks the package for UPS. This short cut means that you don’t have to launch Safari or switch to it to view package tracking.
If you dislike the data detection feature in Mail you can turn it off by opening the Mac OS X Terminal app and entering the following command and pressing return.
defaults write com.apple.mail DisableDataDetectors YES
If you want to turn data detection back on just changed the YES above to NO.