How to use Ethereum bridge?

Could you elaborate on the steps involved in utilizing an Ethereum bridge? For instance, could you provide a step-by-step guide for a beginner who's interested in transferring assets between Ethereum and another blockchain network? Specifically, I'd like to know about the prerequisites, the selection of a suitable bridge, the process of depositing funds, the mechanism for token conversion, and finally, withdrawing the funds on the target network. Additionally, could you also discuss any potential risks or limitations associated with using an Ethereum bridge?