Just to clarify, the "My Music" you are referring to is what Amazon Alexa thinks is "My Music" when you ask it to play "My Music".

If this is correct, then it may be somewhat difficult to determine what the HAL 9000 err... Amazon Alexa considers "My Music". It may not be from iTunes, or anything that you have associated with your music at all, unless there is a way for you to specifically associate the "Play My Music" phrase with something when using Alexa and you have actually made that association.