Don't open any attachments from people you don't know, they are probably viruses.
When someone you know sends you an attachment, ask the sender to specify he/she is sending you and attachment within the e-mail.
Install an antispyware program and keep it updated.
When you create a new e-mail account:
Do not use passwords too easy to guess. For example if your mailbox is "mario.rossi", you better avoid using "mario" or "rossi" as password.
Do not give too simple answers to the "secret question" when signing up for your account.
Furthermore, if you enter a second email address your answer to the secret question can be even more complex, because, in order to retrieve your account in case you forget your password, the system will send it automatically to your alternative email address.