what's behind online trading?

i have been invited by so many trading sites yet i didn't understand any of the mechanics. i have read over the FAQ panels but still i wasn't able to grasp any of the details there. is it advantageous to join or are there any risks?i don't really have any idea since i haven't met any person who is involved directly on online trading.The market has become more accessible, but that doesn't mean that i should take online trading lightly. i have stumbled upon on terms like online brokerage, make trades but i have to protect yourself from fraud.any ideas, pal?how this stuff works?