ILLEGAL CONTENT

It usually means CP or terror group content. Do not download them. There are people monitoring and noting IPs that participate in torrents. Unlike copyrights - CP and most terror groups are banned worldwide. They can easily hand warrants to find you. A VPN won't help you. If you do anything besides these two you probably will never face any consequences given that you stay behind a VPN.

Content of that sort is super rare in common torrenting sites, I never saw CP on clearnet torrents, and I torrent a lot.