Some questions about ssh and Overthewire:wargames

Hi there, In my search to learn a bit more about Linux, i came across this website called "OverTheWire", which teaches basic and some advanced concepts over SSH. It seems like a fun and engaging way to learn.

However, as a bit of a paranoid beginner when it comes to Linux and networking, i find myself worrying about the potential dangers of connecting to an untrusted network.

So, my questions are:

1. Does anyone have any experience with the website?
2. In the hypothetical case that I open an SSH connection to a compromised network, could that expose me to attacks? (Aside from obvious risks like downloading malicious files myself.)
3. Should I use a virtual machine (VM) for this?

I sincerely appreciate any responses. Thank you!