Is this dodgy?

If you need to ask the answer is probably yes.

especially if you didnt contact steam support.

stupid germans.

You have received a gift copy of the game Dota 2 on Steam.

Do you want a Dota 2? I can hook you up, if you want it

It says you received a gift copy. I've received gift copies in other languages before. Check steampowered.com to see if that gift is there. Also, check to see who gave it to you. See if you can find them on steam.

I have a feeling this is legit, but don't click on any links until you do a little research, especially if this gift is out of the blue

When someone sends you a gift it is often in the language of the country they reside in (if Steam has been translated into that language) so this thing is normal.

If you ever received a support message from Steam asking for passwords or other details (in any language), then that would obviously be a phishing scam. Clearly, that's not the case here.

You have simply received DOTA 2 from one of your (German) friends.

Check message header if you want to be super careful, but looks legit.
Besides, you can also open steam and check your mail to confirm you were sent a gift.

I just checked my steam account and it looks as though there is a pending gift of Dota 2 from that user. Strange because I didn't know I had German friends!

Ah well I suppose this means it is legit and should be able to accept it. Not tha I'm sure if I even want to play Dota 2:P