Ross here from Shopify. Given your explanation it sounds like you have received payment for an order but it did not route correctly to a full order on Shopify. This can happen when the customer does not wait for the payment gateway to be routed back to the Shopify storefront.
The best process here would be to create a draft order within your admin and then mark it as paid. This will allow you to then fulfil it as normal.
We do actually have a great video here on how to create a draft order.
For info and a step by step guide you can follow this guide here.