Social proof is one of the biggest ways we can protect ourselves from scams. If you get a cold DM on Twitter, you should always look at the mutual followers. Check the count, but also exactly who the mutuals are, and what you think of their endorsements.

I personally also try to curate the people that I follow. Sometimes it happens that I get low quality DMs with only one or two mutuals. If these same mutuals show up in more low-quality DMs, it's time to unfollow.

And on the other side I also try to curate the people that I follow so that seeing me as a mutual follow means something.