Depending on where you live, it may not matter if you don’t use a VPN, you could possibly research what usually happens in your area?
Many people never get warnings, others ignore them and nothing happens.
Usually nothing happens because ISPs don’t care if you torrent, it wastes their time and resources when studios/content owners send dmcas (or whatever) and they have to send a warning. I bet the warnings are just automated for most isps so they can mostly ignore them. ISPs also don’t want to punish their customers because then they’ll lose revenue by cutting you off.
(The ignoring part is heresay, i’m just combining info i’ve heard over the years and experience)
Some (most?) countries it’s not illegal to torrent copyrighted content either, unless you distribute it (seed).
The problem is that content rights holders setup bots that track who is torrenting media that they own (all the peers they can connect to).
Then they use your ip to ask your ISP to stop you.
As far as i am aware (and possibly wrong), magnet links aren’t any more secure than using a .torrent file, it’s just another form of it that can be easily clicked (or copied) to open in your client (i’ve never looked but it might just be a link containing the info that would be in the torrent file).