Airdrop is always free distribution of their tokens to gain attraction and reach.
Always check for if there is whitepaper available for that company and also check the team members.
Only way you can loose if you provide private keys of your wallets. Until that you are safe.
If they ask more details except for your wallet address, telegram user name, bitcoin talk profile link then it's fine. If they are asking more details just avoid it as they might be only interested in collecting data for third party marketing