Bicycle spokes poking through rim, what can I do?
Well, the easiest would be to trim off the excess of the spoke, preferably with the spoke not in the rim during this process. Or, more preferably, replace the spoke with the one of correct length.
However if you tend to keep the current spoke it may occur that due to incorrect length it does not have enough thread for the nipple to provide proper tension adjustment.

What is more important here is why is this spoke protruding the nipple? Is it of incorrect length? Is the rim not true? Is the lacing wrong?

Could you, perhaps, post a picture showing how this wheel is laced?