there are several kind of bots that are used in chat rooms these mainly keeps the room going +v voice or @ op people that come in channel when the owner is of line and on line.
unless you know the person that pm's you personal message then close the window once you accept the message and start chatting to create a peer2peer and some gits out there send a dll file to you thand in certain ways thay can get into you computer.
if you use other room like to dl
and that sort of thing then beware thay may or may not contain trogons or viruses that will infect your computer.
its best to use a firewall and a anti trogeon and a antivirus programe at all times when accepting files from a peer2peer.
it sounds silly but take a bit of advice use all 3 at once safe is better than a computer crash or a harddrive wipe out.
i have myself learned the hard way i use all 3 and thay are never truned off even when i am not connected to the net.