Use a download manager, that protects from scripts on the sites or if the sites themselves were reported as dangerous (true or not, that's a different story).
Even rarlabs.com threw such warnings at some point and that's the official WinRAR site. Some jokers made an effort to report them as dangerous.
Some download sites use indeed scripts that would install adware. I don't think Gofile is among them, I can use the site without problems (not all databases for dangerous sites are the same). But just in case: always use download managers (like
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) as they don't execute these scripts.