Should I tell you about incorrectly tagged spam?

Not unless it is an email from someone you regularly receive email from. The simplest thing to do would be to add an extra inbox rule in your email client to keep email from them in your inbox. Alternatively, you can add them to your whitelist in the cPanel MailScanner configuration.  This is how whitelist can be done:
a) login to cPanel
b) click on MailScanner
c) click on Email Black/Whitelist settings
d) add the email you want to receive in Spam Whitelist
e) click change to save the setting