It is always best to download the game from verified sources. Yes, it may cost you but then you have the original thing and have a valid claim if any problems arise.
But we all knew getting the things from verified sources is not always possible (at least for many of the people). So, what should be done to avoid being prone to cyber attacks and losses?
1. Check the genuineness of the site. Some of those names itself can get us the smell of a scam. We cannot always look for "https" because we too are not in for a genuine cause here. So, be alert to the environment (the links, the looks, etc.)
2. Check for ratings. Some of the sites can be believed as it would have ratings of previous users. However, here too be vigilant. Some users with extraordinary ratings will be most probably fake.
3. Make sure the download happens uninterrupted. Sometimes the downloaded file may be original but may get corrupted by network issues during download. Make sure that doesn't happen.
4. Check whether the game has any new updates. Some developers release frequent updates to their game which in turn makes it difficult for pirated copies. The users of such pirated copies will have to wait for another "pirated update" to continue the gameplay. Check out whether such issues are there.
5. Leave a review. Once you got a copy, leave a remark of your experience for the people who may come after you. Just let them know what you and the previous users felt.
However, all this doesn't mean I really want all of you to download pirated copies of software and games. Deep inside, just understand that every software/game is the hard work of a group of people and we are stealing it in the process. So, feel the guilt. And remember to contribute something when you can afford.