Retrieving password for unknown Apple account

First, how did you see what "Apple" told you? Are you sure it was Apple? If by email then likely it was phishing.

Is this iPhone a second had device? If yes, it could be still signed into the previous owner's account, or at best (but still very bad) have apps downloaded with that account. If it is a used device, get the previous owner to use the steps in this support article to remove their personal information from a device, even if they don't have it anymore. --> What to do before you sell, give away, or trade in your iPhone or iPad - Apple Support

[or if you received one that had not been erased]

Knowing the exact working of messages and where you see them would tell us a lot. Including those when you first post saves a lot of time.

That would be the apple account in your iPhone. Go to settings>the name in the top. See what account is there and if you recognize the account. If you don't know the password for the account anymore, you might need to reset it at iforgot.apple.com