It is the same as linking and visiting any other site. Of course never fill out your password or share your keys on any site... There are other ways for people to read the blockchain...None of the apps listed on http://steemtools.com uses any form of login so there is no involved in getting hacked...
Be very attentional whenever you need to give a third party a 'write' access and share posting keys (or even higher keys)... I would recommend against it... There are other authoritive funcitonalitties in the blockchain in please for apps acting up as you by just giving them posting_authority for example which you can revoke.