They may ask for your email address or Pokémon GO login credentials, which are then sold or used to hack your accounts.
Penalties are severe:
Using any third-party software like PGSharp violates Niantic's Terms of Service and can result in a permanent ban of your Pokémon GO account. Only download the APK from the official PGSharp site to avoid modified versions that might contain viruses. If you'd like, I can help you with: troubleshooting tips for the free version Explaining how to set up auto-walk Understanding the "cooldown" rules to avoid bans pgsharp key generator