Downloading something from outside of Play Store — safe or not? If not, how to download safely?

Hi everyone, I have a few doubts about installing apps that aren’t on the Play Store:

1. Is it safe to download something from outside the Play Store?

2. If it’s not safe, then how can I download it safely?

3. What are the trusted sources/websites for downloading APKs outside Play Store?

Would really appreciate advice from people who have done this before. Thanks!