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Depends on the country. I once got some people in trouble when I passed through Germany because I didn’t know internet is heavily censored/surveilled there. Haven’t had trouble anywhere else though. Do some research on your country.
The biggest threats come from the movie industry. Just use streaming sites for movies and series, torrent the other stuff.
Look into Tribler, I2P and Utopia.
Everyone just copied everything from each other. Floppy, then Twilight CDs. Then came the internet and exploring music there was better than sitting around waiting for a song to come on the radio to quickly press record. It was normal when I was young to share, not really an active choice.