You can block them if you want to, or you can use one of the many 3rd party services around to do so.
It doesn't really have any effect. It's basically just a number. You'll probably find a lot of them disappear naturally from time to time when Twitter purges spam accounts or they unfollow you because you're not following them back.
Best Answer
Go to Settings => Privacy and Safety => Direct Messages tab in enable DM's for everyone.