Some incoming mail goes to unwanted "Important" folder?

A couple of updates of my Mac OS (now Sierra), a Mail folder called "Important" appeared, and since then tens of thousands of my Inbox messages also appear there (though not everything in the Inbox), along with some that don't appear in my Inbox, at all.

I don't want an "Important" folder, have no use for it and suspect that the duplicate messages are taking up extra space on my hard drive. I don't mark any messages as "important," either; they just are put there without my doing so.

For all I know, they are a partial cause of the slowing down of mail loading that I've noticed for quite a while. Further, disposing of messages from there is extremely time consuming, and because some of the messages have never appeared in my Inbox folder, I have to check both folders, to make sure that I'm not missing something that actually is important.

Can I get rid of the messages in that folder without affecting the existence of the same messages in my Inbox? Just transfer them to Inbox in the usual way? And how can I rid myself of the folder after I've emptied it? I don't want anything more to go in there, once it's empty.