Returns for FBM

Just started selling this month so I’m a little new to this process. From my experience with Amazon and what I’ve read, I thought that buyers were automatically provided return labels and supplies and that I only need to accept the return and give a refund once I received the product. I’m a little confused since I’m getting messages from buyers asking me to refund them without starting a return process and even those who have requested a return are asking me for return labels and address and other info. Do I have to do every step on my own? I have some return requests that have been here for a couple days and the only option I can click is to issue refund or complete refund but I have not received the return or had the buyer contact me about the return.