The biggest threat is "trojanized" installers. Malicious actors often take legitimate cracks and bundle them with: Locking your files until you pay a fee.
Piracy is illegal in most jurisdictions. Beyond the law, purchasing games supports the developers. Small indie studios, in particular, rely on every sale to stay in business and create future projects. Safe Alternatives to Piracy
Download official patches that fix bugs or improve performance.
A requirement where the game must constantly communicate with a server, making it extremely difficult to crack since part of the game logic lives on the developer's hardware. Common Terms in the Cracking Scene
Currently the most formidable DRM. It is an anti-tamper technology that is notoriously difficult to bypass, often causing a "cat and mouse" game between developers and crackers.