The most common reason for comments from other sites showing up in your Disqus admin is because you're using a Disqus shortname owned by another site. This can be resolved by verifying the shortname installed on your site.

See the "How do I check which forum is installed on my site?" section at What is a forum?

Alternatively, if you've verified you're using a Disqus shortname you own, it's possible another site is using your Disqus shortname. You can prevent sites from being able to post comments to your Disqus shortname by adding your site's domain to your Trusted Domains list, available in the Disqus Admin > Setup > Advanced