If you wish to control who you interact with on Instagram via Direct Messages you can. Go to "Settings -> Privacy -> Messages" and set up "Message Requests" for people who follow you and those who don't. This means Direct messages won't automatically go to your Instagram Inbox, but will be lodged in a "Request" tab from where you can quickly delete them. Also make sure you tweak the settings for who can add you in "Group chats" and to "Groups" if you don't want to socialize more than you have to.