How do people get into conspiracy theories and am i putting myself at risk?

If you're worried that you'll start believing one of the theories, I think that's a safe indicator that you're not going to start believing in any of the theories. Stay grounded and don't think you're some kind of genius surrounded by "sheeple" and you're fine.

Worrying about falling down a rabbit hole or a pipeline is an honest concern.
As you’ve probably heard before about anything ‘slippery’, you usually can’t tell you’re going deep until you find yourself in an extreme that’s hard to climb out of - or in some cases you take action that result in trouble.

A lot of ‘conspiracies’ can be harmless enough, and training yourself /how/ to intake new ‘information’ is very beneficial.
For example, changing your reaction and holding of a new theory as “Wow, I wonder if XYZ is true” instead of “Wow, XYZ is true”.

Theories have to remain classified as what they are until proven - they’re just theories.
And identifying individuals, organizations, or ideologies, that have a history of pushing theory or have an agenda in place, must be looked at with skepticism.

Raisinbran put it bluntly, but it’s better to not be steadfast in your tunneling towards a stance based on conspiracies. Learning /how/ to look at information is just as important as understanding what is being said.
There are some beginner-based courses/videos on Ideology and Philosophy made by independent medias, learning what exactly Ideology is will help you navigate the different types. You aren’t a sheep for sticking to the populace until you figure something better, and something’s we just have to accept have been figured out. Can’t keep trying to re-invent the wheel.

Like aliens in Area 51 conspiracies or like the Holocaust didn’t happen conspiracies?

You could try to find entertainment in science fiction stories, they also mention societal issues and such that are sometimes pretty close to conspiracy theories.
Also check out Inside Job on Netflix, I enjoyed that adult animation a lot and a season 2 is coming soonish

Alot of conspiracy theories have truth in them but then the people who they expose will cherrypick the weirdest but most insignificant part of it to attempt to discredit it.

It actually makes me angry to look at any because you can provide other people with irrefutable evidence and they won't believe it. Even if the news admits the story is real like the whole biden laptop story and you show them the actual emails released by the fbi they still wont believe it. People in America love to bury their heads in the sand. The fact that 99% of ppl dont know what was in hillarys emails that are public makes me give up on this country.

The Earth is flat damn it. And someday I'll find the edge.