Your high school health teacher made this phrase mean one thing but that same precaution also applies to using the internet. You can find endless examples of privacy breaches, creepy online tracking, or straight up public wifi hacking that make accessing the internet seem like playing with fire. And it is!
You need to protect yourself every time you connect to the internet. The best way of doing that is a Virtual Private Network or VPN for short.
There are many VPNs out there, I like Private Internet Access.
You can sign up for the service by using this link (it is an affiliate link so I will make a few dollars if you do but the price is the same to you). Interestingly enough, you can actually pay for the service with gift cards to other places. So if you have a garbage gift card that you will never use, check to see if you can turn it into protected internet.