When an inbound message is received and cannot be matched to a record in Salesforce, it will be created as a task for the ‘Orphan Message Owner’. You must specify which User will be the Orphan Message Owner in Step 6 of the Setup & Configuration page.
Start typing the first name of the User you with to set as the Orphan Message Owner and their User Name will appear, as shown below:
Select the User Name and click Save.