By default, when you unfollow someone on Instagram, their messages will end up in a separate Requests section. If you want to completely disable message requests from unknown Instagram users, here's how you can do it.
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How to turn off message requests on Instagram
You can turn off the message requests feature from the “Privacy” section in Settings. To get started, open the Instagram app on your iPhone or Android smartphone.
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Then, tap the Profile button in the bottom right corner of the screen.
On your profile page, tap the menu button in the top right corner of the screen.
In the pop-up window, select “Settings”.
In “Settings”, tap “Privacy”.
In the “Privacy” section, tap the “Messages” option.
Scroll down and locate the “Other People” section. Tap “Others on Instagram.”.
In the “Others on Instagram” section, tap the “Don't Receive Requests” option.
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Exit settings by tapping back several times. You have now disabled message requests on Instagram. If an unknown user messages you, you will not receive a notification about it and you will not see the message in your “Requests” folder.
Information source: howtogeek.com
