Spam is a form of mass email used to advertise by some company's. It is used in scams and cons. It is also used to annoy or bully people.
Anti-Spam Software reduces the amount of spam you receive by enabling you to block emails from coming into your inbox. You teach the software what is spam and what is not. Using Anti-Spam you reduce the amount of rubbish you receive.
Question? How did they get my email?
There are several ways, some sites will sell your email if you have registered on the site for some reason (very few). They can harvest emails from website forums message boards or they have software that just puts loads of words in front of a major ISP address hoping some will get through.
TIP If you want to join a forum or newsgroup make a new email address in your ISP account, join the forum and after you have activated your account delete the email address.