If spam messages show up in your social inbox you may delete or hide the message. However, to prevent spam going forward the best practice would be to report the message to the platform (source) directly. For example, Facebook has a 'Report Spam' feature which allows users to report the message directly to Facebook. 

Lenders can then use the internal comments feature so their group is aware they have taken the action of reporting the message and mark the task complete.

For more information on how to delete, hide, add internal comments, and mark tasks as completed, visit Social Inbox.