Facebook Messenger is filled with scams.
Random users will message your business in your Facebook messenger. Their goal is to deceive you.
Never click a link or download a file that is sent to you on Facebook, unless you are 100% sure it was sent to you from a real customer.
Scammers are becoming more advanced, and too frequent. see some examples here.
These scams can be easy to click by mistake, make sure to delete the conversation and block the sender.