That's the real danger of spam. The primary line of defense there is not to click on anything that comes with spam, but some viruses can disguise themselves as messages from people you know.

Aside from that, it's like billboards by the highway. They get annoying sometimes, but aren't really damaging you.

The spam industry thrives because unlike conventional advertising the cost of contact is microscopic, so even the world's shittiest return ratios can put you in positive cash flow. Imagine what highways would have looked like years ago if putting up a billboard cost nothing.

It's probably why spammers don't sweat being annoying either.

I get a lot of legitimate ads from real companies (I order online a lot), but they come with "opt outs" that seem to work. My wife loves reading these things, so her e-mail looks like that thing you get in the mail filled with little newsprint ads. We get those too, but the recycle bin is right there on the way back from the mailbox.