So far I have not had an issue with receiving spam in my Apple Calendar, but apparently some people have. Here is an informative article discussing the problem, and a way to partially fix it. If you use Calendar regularly, you'll probably want to read the article. This is a similar problem, it seems to me, like spam in an email system. Gmail, which I use, has an excellent spam filtering system, and I'm practically never bothered by email spam. It just quietly goes into a Spam folder, which I don't look at.
Perhaps Apple will soon address this issue in their Calendar app.