Before creating an account or depositing funds, first make certain the site is licensed and regulated in your state. Sites that are legal confirm their legitimacy with documentation showing their licenses wherever they operate. For example, legal online sportsbooks in New York all must be licensed by state regulators, and they will show evidence of this prominently on the site or app.
The same goes for online casinos. As long as they are licensed, they must abide by relevant gambling laws to remain so, which in turn provides protections for your funds and personal information.