Sidechain?

[Einstein357]

I'm sorry if this is the wrong place to ask this question, but what is a sidechain? I've read everything about it here and elsewhere and I think(I may be wrong tho) that it uses the same chain as it's parent crypto(like bitcoin's sidechain would use it's blockchain and so). What are the risks associated with using it(for the forked crypto)? How does it pose threat to Bitcoin's blockchain?
Also I'd like to create my own atcoin(please don't laugh) just for testing and some fun! Will this guide help?
guide- https://altcoinsfoundation.com/forum/developers/56-how-to-create-your-own-cryptocurrency-altcoin-1-dev
Thanks!