I've created a content type with an email field. Anonymous users are allowed to create these nodes. I've created a Rule that sends an email message to the value submitted in the node's email field, using a replacement pattern. Rules tries to send the email to a mailto: link, not to the email address. The outgoing mail fails with the sendmail error: "Cannot mail directly to files", because it is addressing the email to the link, not the address.
Click the button that says "Switch to Data Selection" and choose the Data Selector corresponding to your email field, not the Replacement Pattern.
That way the Rules module will send the email to the actual email address, instead of to the 'mailto:'-link.