some games have like,some features that messes with ur pc,but that's part of the gameplay,like messing up ur window,changing ur wallpaper,spawning files that r for the story or sum like that (like imscared if i remember correctly) but as i said,those are part of the gameplay,they're safe so yeah if u get like a windows pop up saying ''HOLY SHIT UR PC IS IN DANGER!!!!!'' ur pc is fine,its just the game,its safe as long its the true page thing and its trusted