Check the megathread man!! Has all the info you need. But here's a quick summary
There's generally 2 routes of pirating video games (on windows), and those are either Torrenting or Direct Downloading
Torrenting
Torrenting uses the bittorrent protocol to share files p2p, meaning it is direct IP connections. Torrenting a copyrighted file (such as a movie, cracked game, etc) can be illegal depending on your country. Usually, in first-world countries it is illegal, while in 3rd world/developing countries they could care less. This all depends on your country, research it first. To avoid any legal issues (in countries where this applies) people use VPNs (virtual private networks) to mask their IP from people who want to report you to your ISP.
The torrent indexer I recommend for games would be 1337x.to since they are heavily moderated and have a low chance of having malware inside the file.
VPNs are to be taken with a grain of salt. Many VPNs pay for reviews and have horrible software and/or privacy policies. I would recommend you stay clear of any popular VPN which is recommended on youtube videos, podcasts or billboards; they have the scummiest advertising methods, lack essential features and sometimes are owned by ex-adware companies (such as NordVPN, Surfshark VPN, ExpressVPN, Atlas VPN, Private Internet Access, Cyberghost, etc).
Direct Downloading (Commonly referred to as DDL for short, which I will be using.)
DDL consists of downloading files from file hosting websites, such as mega, zippyshare, google drive, 1fichier, etc. You will want to use this method if you either cannot torrent in your country (meaning it's illegal) and do not want to invest into a VPN to hide your torrenting business.
The easiest way to download games through DDL would be with fitgirl (fitgirl-repacks.site). Simply download the files through the DDL mirrors, extract together, run setup, wait, and there you go. Takes a long time to install with a bad CPU, but it is very easy.
If you cannot find the game you're looking for on fitgirl's website, the next best option for DDL would have to be https://cs.rin.ru. It has a learning curve if you have no experience with cracking/pirating, but easily learnable.
Its just a nice way to grab huge content on mega if u don't use it frequently or don't have their membership, as they require you to pay to unlock the download limits on their platform.
The megathread recommends using Mullvad but afaik Mullvad has stopped port forwarding support recently. I've been using Mullvad for a while (albeit not for Torrenting) how safe do you reckon is it to use Mullvad without port forwarding support for Torrents?
It's safe, just that your seeding capabilities will be ass, aswell as the download speed on small torrents (<20 seeders). It's also needed for private trackers. Imo you should be fine if you don't seed much or aren't in a private tracker.