Well, you are probably already a pervert. That's a social label, and people won't care about what the law says. The law varies wildly between where you are at, and enforcement/investigation of this stuff is hit and miss too.
Yes, there is always a risk, even if you have completely legal things like adult porn that you've paid for. If you have something you don't want anyone else to know about, where you store it is important. Don't upload it to any cloud storage, don't store on a shared drive or easily accessible device like a cell phone, and lock down your computer, especially if you have family that has reasonable access to it. Don't let anyone else fix your computer if it breaks. Friends and family are the ones most likely to turn you in, not some federal watchdog.
Straight forward disclaimer : don't do anything illegal. Protect your privacy.