It's just users using the /me command with color codes, giving the effect of users thinking they got a message, when you try to reply back what it is stating is that you can't reply to anyone that whom you have not messaged or received message.
I agree its annoying but there are no rules against it.If they are spamming then there is some action we can take but apart from that no
There was a recent suggestion on the forums to do away with this command due to abuse by some of the player base. The link is below if you are interested in additional discussion around the pros/cons of the command. http://www.mineverse.com/threads/op-prison-me-removal.36395/#post-367199
It isn't against the rules to do that. If you want it to be changed, you could make a suggestion if you like.
They are fake, when you do /r, it doesn't do anything since they aren't doing it really, it's a fake msg. Ex: /r message.. | Then it will say no one to reply to because it is fake. Or atleast the last "Real" message that has been sent to you. If you are annoyed with it. Then go ahead and leave, but if you don't want to, you can simply just /ignore [username] that who's doing it. Good luck!
I am a mvp that has seen people do this and I have cracked the code on how to /me msgs (get back at your friends if u have a rank): /me &6-> me] &7<the text you want people to see>
Please don't fake spam in game and don't teach others how to, it's really annoying, and im sure it is also annoying for everyone else.