This document explains how to manage spam and malicious emails.
Gmail@Geneseo Spam and Malicious Email
Gmail's spam filters are good and quite aggressive. We have received reports of geneseo.edu email being marked as "spam", even if it is addressed directly to another geneseo.edu user. It seems most people will get a few false positives in the spam folder, and all users should make it a habit to look in Gmail's spam folder frequently the first few weeks of using Gmail.
Google's documentation says to drag it to your Inbox: http://support.google.com/mail/bin/answer.py?hl=en&answer=78759. Other various posts online seem to indicate that doing so trains Google's spam filter.
If you receive malicious email in your Gmail inbox (SPAM), please be sure to mark it as SPAM in Gmail or your mail client. This will help Google recognize scam emails.