I've actually had the exact same thing happen to me a couple of years ago.
Unfortunately, you cannot "remove" these links. Although you can take steps to make them become completely meaningless.
First, make sure to contact the owner of the website who is spamming you with links. If they don't have a way of contact on their website, head over to a whois website like https://who.is/ and grab their contact details from there. It's crucial to keep your cool, try to be nice about it and ask for the links to be removed.
If they're difficult about it, or simply don't respond, you can disavow the links.
Disavowing the links is not removing. The actual link will always stay present, but what it is doing is telling Google (and Bing if you disavow their too) to not count said backlink/website towards your website's ranking. This will eliminate any potential negative effects caused.
You can disavow the backlinks by doing the following:
- Go to Google's Webmaster Tools disavow page: https://www.google.com/webmasters/tools/disavow-links-main
- Select the website which you'd wish to protect
- Google will now warn you about disavowing. It is indeed an advanced measure, although if you're sure the links are spammy - go ahead.
- Now upload your disavow file.
Saying that John Muller (Google Employee: https://twitter.com/johnmu) has recently said disavowing is basically pointless because Google's algorithm can detect spammy links that well. That being said, I don't believe him enough in some cases - If it'll make you sleep easier at night, still disavow.