Honestly, the safest advice is to avoid online gambling altogether — it can be risky, especially if you're not familiar with how different platforms operate or what the regulations are in your country.
But if you've already made up your mind and decide to give it a try, I really recommend reading this article first:
http://www.legalreader.com/features-of-online-casino-regulation-in-europe/
It gives a solid overview of how online casinos are regulated in different parts of Europe, what to watch out for, and how to better protect yourself as a player. Understanding the legal side can help you make smarter choices and avoid shady operators. Stay safe.