Adding keys in account from strangers

I don't believe there is any risks. I could be wrong.

Heh, the horrors of winning a game :D

Nah, it's pretty safe. Worst that can happen is the game gets deleted later on ;)

The worst that can happen if a key was purchased using some exploit or stolen credit card is that it get revoked and you lose the game from your library. So not really any risk :>

Unless you're a repeat offender, the only risk is the key being revoked.

If that happens to you and it was from a SteamGifts giveaway you can (and should!) reverse the positive feedback you originally gave to the giveaway creator. Otherwise, you might find yourself in an awkward position, should you win another giveaway and anybody notices that that game is missing from your account.