An airdrop is the distribution of a token to multiple users' digital wallets, usually for free.
Airdrops are seen as a marketing tactic for new projects to quickly gain user adoption by providing a large number of users with tokens as an incentive to interact with their DApp or Blockchain. Airdrops are typically also distributed to users who have already interacted with a project as a way to reward them for being early adopters.
Receiving an airdrop may be beneficial to you, however you should be cautious about the safety of the smart contracts you are interacting with when claiming an airdrop. Claiming an airdrop requires you to connect your wallet to a smart contract and sign a transaction. This process can leave your wallet exposed to hacks if the smart contract is constructed with malicious intent.
You should always check if projects offering airdrops are verified on multiple social media channels and do your own research to understand what others who have received the airdrop are saying about the project.