I understand how alerting receiving messages from someone you do not know can be. However, that does not necessarily suggest there was a data breach. There is no indication in the conversation they knew any information prior to messaging you.
WhatsApp has a feature to allow people to initiate chats with people not in their contacts (see here). While I don't think there was any data breach, I wouldn't rule out it being an attempt to phish for information or other possible scam. All Canadian phone numbers are listed in online databases. While it is certainly possible that they messaged you for fun, it's also possible they could have more nefarious intentions.
Hope this helps 😀