The government/various companies will upload torrents that contain trackers, therefore can get you in trouble. Make sure you don't hit any of those.
My brother recently did, and my father could have gone to jail and paid a fine were it not that the situation was taken care of.
It IS possible to get caught, and it IS possible to get in trouble. But if you're careful, you should be fine.
Make a seedbox if you can. Or find some other way to hide your IP. No, proxies won't do the trick.