Once you open the message, by clicking on the message subject line, you'll be presented with options in the bottom right-hand corner. It sounds like you've gone into your private messages but haven't opened the actual message to see the options.
edit - I found the report button and reported it - Was wary of opening the message at all at first
Here's a spammer not already mentioned.
Glad this thread was started because it wasn't clear how to report spam to the moderators.
Hey @TempestSkye7 ,
Yep that was the spammer/scammer. All part of the same bunch.
Apologies that you got one of the PMs
The team has dealt with it, and no-one should be getting spam Private Messages in future.