I would suggest ignoring it.
In the past I used a Norton firewall, which would often give off these kinds of alerts. This only made me paranoid & obsessive, trying to find out who it was & what was likely to happen.
However, for the last 5-6 years I've used Windows own firewall only & have had no problem whatsoever. Enjoying one's computing experience is worth much more than worrying about these things, most of which are harmless anyway. G