How do you know who airdropped you?

Could you please explain to me how do you typically identify the sender of an airdrop? I'm quite curious about this process as it seems like a mysterious yet exciting aspect of the cryptocurrency world. Do you need to possess certain skills or tools to trace the origin of these unexpected tokens? Also, are there any safety measures one should take while investigating the source of an airdrop to ensure their funds and personal information remain secure?