From time to time, mentors that use Stripe Connect as their payout method will experience an influx of failed, cancelled or incomplete charges. This looks worrying at first glance, but there's no need for panic.
The way that the Stripe platform works, a new "payment" is created when someone visits your checkout screen. Then, when the payment details are being entered, the payment goes from "incomplete" to complete. A payment that stays incomplete for a while is then "cancelled".
In your case, a lot of people visit your checkout screen through your session booking pages. A lot of these 'people' are also bots, crawlers and other window shoppers of the internet. So, your failed payments aren't actually failed, just never completed.