>
>
> I think the idea is that nothing is accepted

it depends on policy (-P): either ACCEPT, REJECT or DROP


> unless it is in response to
> a request.
>
You must enable it explicitly, i.e.
-A INPUT -m state --state RELATED,ESTABLISHED -j ACCEPT


> What's to stop some spurious instructions being sent in response to
> genuine request?


Packets do not contain instructions, only data. If your TCP/IP
implementation doesn't have vulnerabilities any packet shouldn't be a
problem.
Firewall prevents technically legal packets from reaching software that
shouldn't  be accessible from the Internet.

In most cases a hacker finds an opened port (port listened to by some
daemon) and connects to it.
Firewall prevents hacker from doing it.

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