it can be dangerous from those website.
and please don't share your private key with any airdrops.
From what I know, this is just sites/groups/channels which list the airdrops.
As for private keys you should never share them with no-one, you should keep them in a sealed box put them in a safe box and bury it 10 feet down in your garden... Only thing is it's a hassle if you need them back! Just don't share them with anybody!