The nuanced reply is that you should be cautious but not too hasty to reject an unexpected request.
What would help immensely would be to have a personalized message with each connection request explaining why the person wants to connect, but the in the current version of LinkedIn this is quite difficult (How to Personalize LinkedIn Requests), so we have to learn to live without it.
Just accepting any request has some disadvantages. Some unsolicitated requests might be genuine but others might be spammers, scammers, fakes or people who are just collecting connections as a pointless game. Connecting blindly with these people hurts you in several ways.