Wordfence is a popular security plugin that can monitor your site for common attacks and block the attackers. We don't recommend Wordfence for sites trying to optimize for every last bit of performance because it is a fairly "heavy" plugin, but for many the extra peace of mind is worth it.
As part of normal configuration, Wordfence will email a site owner when a site is under attack, letting them know the attack was blocked. Wordfence's alert emails are a sign that it's working exactly as designed by blocking the attack. In almost all cases, those attacks would have failed anyway but now you have an email confirmation. You may safely delete the emails.
If the alerts become too frequent and you notice that the attacker's IP address (noted in the alert email) is the same, you can forward a copy to firstname.lastname@example.org so we can look at blocking them in our firewall before they even reach your site.