This is very risky to leave your WordPress blog open for all comment spam without adding any anti comment spam plugins.
This was the case with the blog which a client of us have, it had about 4000 spam comments, and it was going to take ages to delete them all from WordPress dashboard. So they came to us for the help.
We deleted all those about 4000 spam comment using little query operation at database level from phpmyadmin. I want to share the same process with you.
1. You need to login to your hosting panel and access PhpMyAdmin to access your database for that blog.
2. When you are there, select your blog’s database and then click SQL tab and run the following query:
DELETE FROM wp_comments WHERE comment_approved = 0
3. Wow within milliseconds all spam comment junk is gone.
Deleted rows: 3994 (Query took 0.1472 sec)
Now go to your wordpress blog and see all pending(spam) comments are gone. Now you please add some anti spam plugins to stop this thing happening again. I recommend you activate built-in plugin for comment spam called akismet. And add any other anti spam plugin you may like.