Spam
In short: Spam is unwanted mass messages, mostly advertising or fraud.
In more detail: The term comes from a sketch by the group Monty Python. Spam exists by e-mail, SMS, messenger, comment fields and forums.
In Depth
Legal
Advertising by e-mail without consent is an unreasonable nuisance in Germany (§ 7 UWG). Double opt-in is common.
Technology
Spam filters use word lists, reputation lists, behaviour analysis and machine learning. See spam e-mail.
Protection
Do not publish your address, use disposable addresses, never reply to spam.
See also: Spam E-mail, Phishing, Spear Phishing