I sometimes sell BTC in local market through the help of some facebook group. I never felt that I am in risk but for the first time, it seems like we are actually risking ourself a lot of by selling BTC to unknown. What if they get a trace of ourself and link us with such transactions? Would we be also get punished? For your info, we had to use our mobile number to continue dealing.
As long as you are not doing anything illegal, I don't think you can get arrested that easy. As far as the law in my country, using Bitcoin is not protected by the government and it's not banned. It means that if something happens when you are using Bitcoin, you will not be protected at any kind, it's not that you will be arrested by using Bitcoin. Unless the law of Bitcoin is different in your country?