In Mlem, go to the Settings tab. Then, tap on the link at the very top of the page with your account name. Then tap “Content & Notifications”, and turn off “Show NSFW Content”.
That setting will hide all NSFW content that is marked as such by the user who posted it. If you see some NSFW content that is not marked as NSFW, you should report the content so that the moderators can deal with it.
Welcome to Lemmy :)
Using Mlem you can insert a spoiler by tapping the spoiler icon (it looks like an eye) in the markdown toolbar above the keyboard. The markdown toolbar can be scrolled left and right; you’ll need to scroll to the see the option for it