There is nothing you need to do other than delete it. Nothing has been compromised on your account that requires you to change anything. Blocking/reporting has little effect because you would not likely even see a message from that same number after blocking anyway. They spoof numbers so they can continue to send spam. You have to recognize that your phone number and email address is likely no longer private, as anytime you sign up for an account where that information is provided, it is likely being sold.
If that is the only spam message you have received, you should consider yourself very lucky as most people receive much more all with different messages, such as the old package could not be delivered message or ones saying you have overdue traffic fines and will be arrested if you do not pay.
There are some spam blockers you can look into, but they are not always 100% effective. Some cell providers also have spam blocking services that you may want to check out.