In gvim and mvim incorrect spellings are highlighted with a squiggly underscore ala MS Word. vim in a terminal (xterm) will highlight the word be default. The following snippet can be added to your .vimrc file after setting your colorscheme. If you do not set a colorscheme then you are likely using the default and this could be placed any where.
To highlight terminal (xterm) spelling mistakes with an underline rather than a background colour and keep the squiggly underlining in graphical vim:
" Spellings Underline instead of highlight " highlight clear SpellBad highlight SpellBad cterm=underline " GVIM/MVIM squiggle underline " highlight SpellBad gui=undercurl