@AnneF3 a quick search indicates that Medallia are a genuine company who specialise in 'experience management'. The email may simply have been sent in error. If the email was genuinely from them, clicking on unsubscribe should result in the action you aimed for.
It's conceivable that a scammer might have spoofed an email address to look like the genuine article. Providing you weren't asked to log ion to Sky, clicking on unsubscribe would simply have confirmed that your email address is active. In those circumstances you might start receiving more spam and unsolicited emails from them and their associates.
On balance of likelihood, I'd guess that the email was simply sent to you in error, and not by a spammer/scammer.
