Going to play on a newly established gambling site we are not necessarily at higher risk than when we play on an old and well-known one. What we must do before registering on a site is to check for reviews and other info. The new site can be opened, for example, by a known and respectable owner of other site, and if that is the case, you are not risking much, registering in this site.
Reviews can be very helpful in making a decision to gamble on any newly created site, but don't trust them much. In such cases, I usually trust only people whose reputation I know well and respect. Well, of course, you need to use small amounts for a deposit, do not transfer large amounts to where they can disappear completely.