I have a IP adrs on my network defined as my DMZ server, but there is no server there, keep getting requests

It's probably not bad.

What the DMZ server is

When you have a local network, your router uses NAT to enable communication between the computers on the local network, which each have local IP addresses, and the outside Internet, which sees your entire local network as only one IP address.

The NAT agent knows which of your computers to send incoming packets to only when a computer has already established an outgoing TCP connection to that address on that port, or has poked through with some outgoing UDP packets.

For any incoming traffic that it cannot match to an existing outgoing TCP connection or recent UDP communication, the NAT server normally discards it. This has a side benefit of acting like a firewall.

Now, NAT routers may have a DMZ feature. This allows for all incoming packets from outside your network, that don't already match an open connection from another host, to be directed to that DMZ server, instead of discarding them as normal. Essentially, the DMZ server becomes your local network's "representative" on the wider internet. This can be good if you want to have an external-facing server which outside hosts can connect directly to. However, this DMZ server will effectively not benefit from any of the security of NAT, and must be hardened against incoming network attacks (it should, for example, run its own firewall, as if it was a server on the internet).

In normal situations where you don't want to have a server exposed to the world, you shouldn't use the DMZ feature of your router. You should leave it disabled.

Some people advice to enable it, but point it to a non-existing IP address so packets never get returned.

IMO this does not increase security, and just means that unwanted traffic takes up resources on your local network. It also means that any computer that does, by chance, get mapped to the same address as the DMZ address, is left vulnerable to all the internet can throw at it.

Whether it's normal to get unwanted incoming traffic

As for whether it's normal to get unwanted incoming traffic from the Internet? Yes, it's normal (sadly). Script kiddies, spam bots, or any random bots trying to find weaknesses, will create quite a bit of traffic, just hoping they'll randomly find a mail server that'll accept or relay their spam, or a vulnerable piece of server software. The normal situation is for these to simply bounce off a firewall because they are unwanted and nothing is listening for them. If you had DMZ off, that's what they'd do. With DMZ on but mapped to a non-existent IP, they still don't go anywhere, as long as that IP address is unused, but the traffic does get processed at least by your local switch.