This usually happens if you have emails or phones exposed as plain text on your website. 99 per cent of these messages are automated which means that bots are crawling your website for emails and/or phone numbers, or they are using your forms without reCAPTCHA to send messages. Secure your forms with reCAPTCHA and don't have any plain emails and phone numbers exposed and the messages should reduce. Just keep in mind that you're probably already appear in Shopify merchants lists selling online, so it won't be possible to get rid of these entirely.
If you need help with anything Shopify - you can get in touch at firstname.lastname@example.org