Where do airdrops go when you accept them?

Could you please explain to me where airdrops are directed once they are accepted? I'm curious about the process behind it. Do they simply appear in my crypto wallet? Or is there a specific platform or interface where they are deposited? Additionally, are there any safety measures I should be aware of when accepting airdrops? I'd appreciate any insights you can provide on this matter. Thank you in advance for your assistance.