Do you (the owner, whomever) need any license(s) to "legally" operate an Online Crypto Casino (Slots, BlackJack, etc...)?
Depends which areas you are planning to offer gambling services. Whether you plan to block areas that have laws against such activity.
Are you in risk if you don't have them (if you need them)?
If you need them to operate in a country then you obviously are at risk to not have one, yes.
Like if I made a website tomorrow, could I legally run/operate it and accept deposits?
Yep. Anyone can build one, getting customers and retaining customers is the tricky part.
