The email headers
The headers of an email contain critical information pertaining to where the email comes from. Stopspam.org (who provide a repository of information on how you can help identify, protect yourself from, and stop various internet abuses) host a detailed article on Reading Email Headers - All About Email Headers. Any serious Spammer Bounty Hunter will be familiar with all the concepts in this article.
As a beginner you may want to jump ahead and see how to access the headers of your suspected spam.
The University of Delaware Police Forensics Lab maintains a website with instructions of how to view the email headers of any email in any email program. [Click here] to see the list of programs and instructions. Pick your program - e.g. Microsoft Outlook Express 5, Mozilla Thunderbird, Netscape Messenger