Spam and Phishing messages in Microsoft Teams are an unfortunate reality. Just like unwanted email, once your contact details are proven more tend to arrive everyday. Thankfully this feature will help. At the time of writing (January 2023) confirmation for new message from user of Teams from a personal account (i.e. not managed by an organisation) have had this acceptance feature, but not this is rolling out for messages from users of work & school accounts too.
When you receive a first message from a new contact with whom you have not chatted before you get a warning the message is displayed, meaning no read receipt is sent regardless of your settings.
If you are not certain who the message is from you can click Preview messages to read the message and decide if it is legitimate before accepting or blocking the message.
At this point you can Accept the message and reply as needed or Block the message and sender.
This message was marked as unexpected as it was the first time Ryan had messaged me. Thankfully the message was not spam or phishing, so I was happy to accept and start the conversation.