If you've received a letter in the mail, you'll be relieved to know it carries no immediate legal ramifications. It's impossible to determine the individual who breached copyright from an IP address, and even under the Australian telco industry's proposed anti-piracy scheme, you'd have
three warnings before your ISP gave your name and address to rights holders for potential legal action.
It's likely HBO simply hopes notifying users will make them think twice about their options before pirating next time (those options currently being Foxtel or wait, as HBO has announced
they'll be blocking Australians from sneaking into their HBO Now service).