To answer the OP directly, the risk is that the operator of that server will be able to see your IP Address and everything you do there. Plus, most free systems require some kind of registration, which likely exposes your email address.
Disclosing your email address might invite spear phishing emails which can result in what happened to the Democrats and Colin Powell. In both cases, Podesta and Powell clicked on links that were in messages that appeared to be from their email provider, and presto change-o they were pwned.
A side issue: I completely agree with the comments that you would be a lot safer downloading Virtualbox and a Linux distro and just keep all your business at home, if all you want to do is explore Linux. But that gets old real quickly unless you have a project in mind.
Please allow me to suggest you sign up with a reputable hosting provider like Bluehost or someone like that. Once you have that you can explore many things, like SSH, PuTTY for terminal access, FileZilla for ftp transfers, Python, PHP, MySQL, creating web pages, etc. You can choose what to keep private and what to publish. And the best thing is that they keep backups for you.