can be for example something not legal and after maybe ending up having problem with authorities or something?
These are encrypted fragments of files. Neither you, nor anyone controlling your computer, knows what is stored. When uploaded, these fragments are still sent encrypted, and decryption keys are never available to farmers (people earning SJCX by submitting their disk space and connection bandwidth).
It's a question that everyone who will join this network need know the answer, thank for that.
What about the payment address, i think there is not a problem for example i used the deposit address on Poloniex, normal right ?