Finesses are all about considering the risk. In the example Benjamin notes, where partner plays low, right-hand opponent (RHO) plays low, and you hold
AQ, you have a choice. You can play
Q, which has a 67% chance of winning (with no other information), or you can play
A, which has a 100% chance of winning but promotes the opponents'
K to a trick 33% of the time. Sometimes one or the other is the right choice: you have to decide how important it is for you to be on lead.
Starting a finesse for sure is difficult in spades, but the idea of the finesse is still something that should direct your leads to some extent. For example, you should avoid leading away from
AQ - that means you'll never get that finesse, and opponent holding the
K will likely win it even if it's RHO.
Further, information is available: one round of bidding exists, and so if one of the opponents indicated a higher bid, then guess what - they probably have most of the power (or most of the spades, but hopefully that becomes evident sooner than later). If that's RHO, then be very cautious both leading away from trapping honors (AQ, KJ) and just leading away from honors in general - this is something you always should avoid, but avoid it more. Conversely, if LHO is the stronger one apparently from the bidding, you might be more inclined than normal to lead away from strength - in the hopes that you draw out one of LHO's trapping honors and promote yours to a trick. Lack of information cuts both ways, after all!