Learn French: Je pense que ce message est une arnaque. - I think that this message is a scam.

In French, verbs of thinking and believing like penser and croire do not take the subjunctive in affirmative sentences because they express a certainty or a strong opinion. They take the regular indicative mood, which is why we use est. However, if the sentence were negative (Je ne pense pas que...) or a question (Penses-tu que...?), you would use the subjunctive (soit) because doubt is introduced.

Since this lesson covers the se faire + infinitive structure, how would I say 'to get scammed' using this vocabulary?

The noun une arnaque means 'a scam', and its related verb is arnaquer (to scam). To say 'to get scammed' using the reflexive causative structure from this lesson, you would say se faire arnaquer. This structure is used because you aren't doing the scamming yourself, but rather 'making yourself be scammed' by someone else.

Why is it ce message instead of cet message?

Ce is the masculine singular demonstrative adjective for 'this' or 'that'. You only use the special form cet before a masculine noun if it starts with a vowel or a silent H (like cet ordinateur or cet homme). Because message starts with a consonant, it takes the standard ce.