How do I claim Ethereum airdrop?

Could you please explain the process of claiming an Ethereum airdrop? I'm quite interested in participating but am not entirely sure how to proceed. Do I need to have a specific wallet setup? Or are there specific steps I should follow to ensure I can successfully receive the airdrop? I've heard some rumors about scams, so I'd also like to know how to stay safe while engaging in this activity. Could you guide me through this? Thank you in advance for your assistance.