How do I best handle these file messages?

These are autosaved files. Your PC is set to autosave files every X minutes (where X is set in File/Options). Your PC must have crashed, or you have forced Excel to shut down. When you see this you DO need to pay attention to it, and follow the options, or you risk losing data. DO NOT TURN AUTOSAVE OFF. If you do, sooner or later, you will bitterly regret your decision. So: review each one individually and decide whether to save/delete it.