Today I was on Steam and someone sent me a link and asked me to vote for him in some online gaming league. I clicked on it and the browser told me that this could be an unsafe link so I didn't proceed further. Then I opened in another browser to see if it was a legit site.

I see that this was a domain registered today and on it there are some game related content but it looks very suspicious. What I am curios about is if I am at risk? Can they steal browser content such as bookmarks or saved passwords and cookies by just navigating to a website?