There are so many websites these days that require you to connect. I've been connecting other wallets with low balances to test things out, but there doesn't seem to be much information around on what is good practice here.
My big balances are secured by Ledger so I suppose I don't need to worry about the coins simply being stolen without my approval, but what if I connect the Ledger to approve some coins and it steals other coins or uses the approval for something else. Is any of this possible?
When should I not connect to a website?
Metamask is quite safe I would say! No coin will be transferred unless you approve and sign the transaction. It can't be possible for a website to simply transct any amount or any token without your approval and sign. So you can be assured.
I am long time user of Metamask and a frequent user. I must admit that I haven't yet seen any such issues.