Understanding the effects of spin-orbit coupling (SOC) and many-body interactions on spin transport is important in condensed matter physics and spintronics. This topic has been intensively studied for spin carriers such as electrons but barely explored for charge-neutral bosonic quasiparticles (including their condensates), which hold promises for coherent spin transport over macroscopic distances. Here, we explore the effects of synthetic SOC (induced by optical Raman coupling) and atomic interactions on the spin transport in an atomic Bose-Einstein condensate (BEC), where the spin-dipole mode (SDM, actuated by quenching the Raman coupling) of two interacting spin components constitutes an alternating spin current. We experimentally observe that SOC significantly enhances the SDM damping while reducing the thermalization (the reduction of the condensate fraction). We also observe generation of BEC collective excitations such as shape oscillations. Our theory reveals that the SOC-modified interference, immiscibility, and interaction between the spin components can play crucial roles in spin transport.