No, you generally should not be worried about that. Generally the worst thing that a website can get from you just opening a URL is (1) whether or not you’re logged in to google/facebook/etc, (2) your advertisement profile/who you are, (3) roughly where you are. All those are privacy issues, not a security issue, hence not very related to the “cybersecurity course”. You should of course use various anti-tracking measures, e.g. an adblocker, “resist fingerprinting” in Librewolf, user agent faker, a good VPN, etc. That will reduce the exposure to all 3 issues above, but once again those are not security problems. If your browser shares authentication details with random websites you should stop using it immediately.