We have a spam filter called "Akismet" that is set to off when your blog first starts. To turn it on click on "Settings" and you'll see "Akismet comment spam protection." Switch the setting to "on" and then select "Save Changes."
The reason we have it initially set to off is because Akismet isn't perfect, it can sometimes read a good comment as spam and that's understandably very frustrating for readers who don't know why their comments didn't show up.
When should you turn Akismet on? Whenever you want, it's up to you. But you should especially consider it if you just don't like having spam on your blog or if you're getting an inordinate amount of spam and don't want to constantly spend time removing it.
There is also an important feature called "Comment flood protection." This prevents quick commenting often used by spammers and allows commenting by a user only every five seconds. However, on blogs that have a high level of fast commenting this can get in the way of discussions so you have the option to turn it off.
HOW IT LOOKS ON YOUR DASHBOARD