Connection vs signature
Connecting shares your public address only. A signature can authorize moving assets. Never treat them the same.
The dangerous keywords
Watch for approve with an unlimited amount, Permit and Permit2, setApprovalForAll, and raw eth_sign requests. These grant more than a one-time action.
A simple rule
If you cannot explain in one sentence what a signature does, do not sign it. A tool that translates requests into plain language helps you decide with confidence.