Well, talking to spirits is pretty much just as risky as talking to living people. Every spirit has a different personality like the living do. Some spirits are kind and helpful, while others have more selfish, harmful thoughts in mind. Spirits, also like the living, can lie to. They can say that they're kind people or whatever they want to make you trust them so they can get what they're after.
Basically, take the same precautions you would with a living stranger you'd meet. Don't invite them home, don't tell them everything about yourself, don't trust everything they say, etc. Get to know them first, trust your gut and feelings on what they tell you. After a while, you'll start to realize what kind of person the spirit actually is.
As for law enforcement, I don't think they would really do anything to keep you from talking to spirits, unless you're doing something against the law, like breaking and entering, trespassing, etc.
As for what spirits would show up at the same area, well some spirits kind of have "homes" or "hang outs" if you wanna call them that. They're usually places the spirit spent a lot of time in while they were alive and still enjoy being there no matter how many years have past.
Though, I do think I should tell you since you found out about this on a site it could be some sort of scam to get money or something, so just be aware of that just in case.