I have literally never downloaded pirated software since OS 9 went away and OS X became a thing. Open up your task manager and look at how many processes there are (Window, Mac or Linux) and ask yourself if you’re going to notice the one extra process that is out of place.
As for files with extra extensions, this is why you should always set Explorer/Finder/whatever to show all file extensions the very first thing, regardless of what OS you’re running too.
Head wind is definitely number one for me too. EDIT: OK actually it would be snow or rain, but those really aren’t issue where I live (AZ desert).