Piracy is great. It's like if stealing didn't actually displace anything and only disrupted profits. There are many reasons to pirate. Here are a few:

• Streaming services cost too much
• Streaming services split my [media] across several services (ಠ_ಠ)
• Streaming services don't have what I want
• Streaming services don't work right
• My [media] is not available in my country due to rights
• My [media] is no longer available anywhere due to rights
• My [media] is no longer supported
• I have other priorities for my money
• It sounds fun

This may seem callous. It is, at least towards the larger powers that be. Stealing from big companies is good and moral as they subjugate and destroy any creativity they can in favor of profit. There is just one rule:

Always support artists/creators directly if you can. Merch, shows, Bandcamp, etc.

Now that the rules are out of the way, here are some tips:

• First and foremost, there's always a risk involved. That being said, there are many ways to mitigate that risk and depending on your paranoia, you can tailor your experience. We'll go through some different options and what you can do to avoid risks.
• There are many ways to pirate, including unlicescensed streaming sites (very risky), public torrent sites (risky), private torrent sites (less risky), and UseNet (less risky).
• Unlicensed sites are the easiest to access, as you can just type in the name and view. However, there are many bad actors running malicious sites and imitating real ones, so keep to known, trusted sites.
• Torrenting is not complex like people think.* It's mostly a set it and forget it type of thing. You can find instructions on how to set up a client all over.
• If you do go the route of torrenting, protecting your identity similar to what is described in the link above is important. Public sites are less secure as they are public (obviously), but private sites may take some work to get into. There are some general ones, but most focus in on a particular medium (music, movies, etc.). If you're interested in that, I would recommend you check out a thread.
• Public torrenting a la PirateBay is well established, but there are chances of malicious files and payloads. Always check file formats and sizes to make sure they make sense before downloading. Quick rule of thumb is at least a few MB per music track, typically about 1GB or so minimum for a movie in 720p or above, and game sizes depend on the era. Movies and music should never have an .exe or be one.
• I personally know folks that use private torrenting sites and like them, offering relative security and often extensive catalogs because of the enthusiasts it attracts.
• An additional layer of security for torrenting would be renting a seedbox. A seedbox is a service that lets you rent a service that hosts and downloads torrented items to their server, and you download from them. There are plenty of well established providers out there, if you want to look.
• Seedboxes have the added benefit of being even more set it and forget it, as someone else handles updates, setting things up, etc.
• UseNet is the elder here and a bit arcane, using essentially the same tech as was established in the early 1980's. If you would like to learn more on it, maybe this thread would help.

Congrats, you have the basics you need to know to start your journey. Always check out if there are ways to support artists and creatives such as webstores, Bandcamp, merch, live shows, etc. Creatives themselves see more money this way versus the corporations running the things inbetween. If you have questions, the dedicated subreddits are a good place to start, and if you have questions about individual sites, they usually have IRC channels you can pop in to ask.

*If you care about the mechanics, it's essentially this. Torrents are a file that says to a network "Hey, I need this file." You client communicates that to the network (the particular network determined by the announce URLs attached). The network says "Great there are [x] number of people with this file." These are called peers, who you download the file from, and the act of downloading is called leeching. The client communicates with the peers to try and get them each to send different parts of a file, or different files if there's many, to maximize bandwidth usage. So instead of one datastream from one place to get the whole file, you're getting lots of smaller datastreams from different people, which is faster because of other reasons I'm not geting into. Once completed, you are added to the pool of peers which allows for better performance in the future, and is called seeding. Downloading and not seeding is uncool, often called a hit and run. It goes against what keeps these networks healthy and is a selfish act.