Received messages on my calendar that my phone is on risk

Somewhere recently, a spammer's calendar was added to your iPhone list of calendars, and the spammer is now going to schedule you for spam for the foreseeable future.

You will want to delete the spammer's calendar.

Here's how: Remove spam from Calendar on your iPhone - Apple Support

If running iOS 13 or earlier versions, check: Settings - Passwords & Accounts - Accounts - Any rogue entries here? If so, delete the rogue account. 

If running iOS 14, check: Settings - Calendar - Accounts - Any rogue entries here? If so, delete the rogue account. 

go to Settings > Calendar > Accounts, tap on the account that doesn't belong and delete it

Open Calendar App from the Home screen.

Next, tap the Calendars button at the bottom.

You should now notice a section called On My iPhone with several suspicious calendars listed below it. ...

Tap on the i button next to the suspicious calendar.

Now, tap on Delete Calendar.