Yes, it is really that dangerous. People recommended VPNs for a reason. Whether you personally are realistically at risk is an unknown - relatively few people are actually the targets of anti-piracy action. As others have pointed out, copyright trolls generally operate in specific countries and regions.

Still, I would never recommended engaging in copyright infringement without some form of protection. I understand you are poor but it really is a silly risk to take. The way almost all pirates get caught, at least from what I've seen, is through stupidity or complacency (one could argue they are the same thing). This is why the megathread tries to recommended best practice wherever possible.