As a best practice, any alerts that contain real, sensitive data should be remediated as soon as possible. This will minimize your security risk and will help set the tone for your DLP strategy moving forward.
To lessen the load of which alerts need to be remediated, a best practice is to not take action on sample data or test data. Remediation should only be a focus for sensitive data that is found through the alerts.
If you already are reviewing an alert, it should be acknowledged to avoid duplicate efforts.