It's not that you will lose anything, unless you provide a private key (never do it)
lol, how can they be a scam if you dont pay for anything or work hard for it to get their precious tokens in the first place? though some of them are required you to pay a specific amount to be able to get qualified and be given out free tokens. but overall airdrops are not scams but ico's are yet most of their tokens arent just worth it and have a little less value compared to ico's coins.