Hello, I’m Virginia a fellow Windows user.
Please note we’re not Microsoft but other customers on this community.
Is the email one of those claiming to have an incriminating video (sextortion sp) & unless you pay they’ll share this with friends & family unless you pay X money?
If yes then there’s no need to worry, these are scammers who are hoping they’ll strike lucky & someone will pay. I’ve had these emails many times. While annoying a little embarrassing I just delete them & move on.
Unfortunately Microsoft cannot prevent all scam/spam emails, you can report it by using ‘mark as spam’, create a message rule & set it to send emails with certain words in the subject, message body or from your email address to the spam folder & when sure it isn’t catching genuine emails to change this to block the emails.
You can also send Microsoft feedback via Windows key + F key on a PC.