Usually they send you 0.001 SBD or Steem. Which is a really small amount of money. They have your account info already, your username is your account.
Send it back, or don't it's up to you, I prefer to keep it, yes it feels dirty but if you send it back they will just use it to spam someone else, so better that we just remove their funds so it keeps costing them money rather than allowing them to send free messages.
https://steemit.com/steemit-abuse/@netuoso/memo-spammers-1514907730
RE: Scammer reported - @tripadvisor.com