I was putting my Red Rreign items in their various places (gallery, vault, etc.) and all of a sudden I find this Magma Mage Amulet in my inventory. I didn't see any message saying where it came from, so what happened?

random event. there's one where you "trip" over one on the ground.

I thought there was usually a message that said something about it. Maybe I went too fast and skipped it.

there is a message. it says you trip over an amulet. you probably missed it.