I'd say be more attentive towards what mails you click on and what do they say. If you explicitly click on that C.O.D mail and send the gold amount back to the scammer, even though it clearly states "C.O.D", you should take full responsability for that matter and learn from your mistakes.
I agree that most people don't even know what C.O.D is and it's understandable that some of you feel tricked by it, but I feel that from the moment you join this server you should accept the game as it is in its current state, with its loopholes and unknowns and come at peace with the fact someone outwitted you in a moment of weakness purely by game mechanics.