Because the Ring is/was in the Shire (at that time).
How did they know the Shire needed protecting?
Gandalf alerted them, as you indicated.
From the mouth of Tom Bombadil:
'Few now remember them,' Tom murmured, 'yet still some go wandering, sons of forgotten kings walking in loneliness, guarding from evil things folk that are heedless.'
~~~~~~~~~~~~~~
And from Aragorn:
'When did you last see Gandalf?' asked Frodo. 'Do you know where he is, or what he is doing?'
Strider looked grave. 'I do not know,' he said. 'I came west with him in the spring. I have often kept watch on the borders of the Shire in the last few years, when he was busy elsewhere. He seldom left it unguarded. We last met on the first of May: at Sam Ford down the Brandywine. He told me that his business with you had gone well, and that you would be starting for Rivendell in the last week of September. As I knew he was at your side, I went away on a journey of my own. And that has proved ill; for plainly some news reached him, and I was not at hand to help.