EU is not a single uniform blob. There are neighbourhoods where you have to worry about being shot, and there are neighbourhoods where people leave their keys inside their cars.

So, with the police? YMMV.

Obviously, but we are talking about online-activity here, not randomly walking the streets. The normal sketchy cop on the streets will not be accessing your mailbox just because they don't like your skin. Attending certain events would trigger this more likely, but then you should also know how to protect yourself in those cases.