Look over your Inbox and manually delete messages that seem suspicious before you begin reading your new messages. Examples of suspicious messages include:
messages with missing or strange subject lines
messages with attachments that you were not expecting
Minimize any unnecessary public display of your email address in order to limit your exposure to spammers who "harvest" email addresses off the Web. This is an unfortunate trade-off that each person needs to make for themselves, but addresses that are never seen are less susceptible to spam.
Most current email client software have some form of spam blocking built in. You can setup your email client so that it either marks suspicious messages as spam or moves these messages to a separate folder. Please be sure to test these settings very carefully to ensure that you do not create false positives and lose emails that are important to you.
Do not reply to spam messages asking the spammers to stop; this will confirm that your email address is valid.
Disable remote image or HTML image loading in your email client.
It is critical that you turn off the message preview pane if you are using an email client such as Thunderbird or Outlook. This will help prevent you from inadvertently opening a spam message.