If you want to block some or all of your Private messages you can click on the User Options (check out the red arrow in the following image)
then click on the Online tab (check out the red arrow in the following image;
you can click on one of the 3 buttons at the right of the Messaggi privati (check out the cyan arrow in the following image);
  • if you select Everyone you will receive messages sent from everyone.
  • if you select Just friends you'll receive messages only from players in your Friend List.
  • if you select Nobody you'll not receive any private message.
If someone will write to you but he's blocked (for example someone that is not a friend of yours and you choose the Just friends option) he'll receive the message "The user is busy at the moment and we couldn't deliver your message. Please retry later.".