You mean hacked stuff?
I do mean hacks primarily, but exchanges themselves being fraudulent or mismanaged is a real concern, too. Mt. Gox’s story is useful to know.
Your safest bet is using large, well-established exchanges, and preferably ones that comply with regulatory requirements in your country.
I only know about ICOs fraud.
Malicious software wallets are a real concern. Like any apps, sometimes fake ones get sent around with malware. In the case of software wallets, these fake ones can steal your money directly, so they’re commonly spoofed. This can be countered, again, with a hardware wallet.
There’s a wide variety of crypto-targeting malware that has nothing to do with crypto directly. Browser extensions that rewrite transaction addresses, for instance.
Be skeptical of “crypto investment groups”. They operate by picking a small-cap cryptocurrency or token, and planning scheduled buys and sells.
Those are pump-and-dump scams, they’re illegal to participate in, and they prey on the people who participate in them. The people who organize them load up on those tokens before the scheduled buys, and sell when the price spikes. The people who participate get left holding bags as the price falls back to the market price.
ANYTHING advertising a guaranteed return is a scam. It’s also illegal. ALL investments carry the risk of loss. Anybody who tells you otherwise is trying to defraud you.