There are plenty of scams that are only looking to get your personal information. There are also legitimate projects that require their customers' data to oblige to regulations. There's just no universal rule, you'll have to try to figure it out yourself. My thinking is, for airdrops and similar things when you get only a few $ (up to a few dozens), I just don't send my info as I find it much more valuable. For ICOs that I want to invest, and it's just legitimate projects not just about anything, I understand the need my data and don't mind sending it.