I think this is a borderline case. I probably wouldn't have voted to close. It apparently doesn't violate any rule, as far as I can see.
But, in some way the question is very broad (you could talk forever about online security risks), and at the same time it can be answered in one sentence, as the consequences for you are the same, regardless of the background (which we can only guess about).
Your questions were:
So, where do these users come from and what's their goal?
I don't think this can be reasonably answered. Does it matter where the users come from? Can you know it for sure?
What's a bit more important is the question about what's their goal. Well, obviously to sell you stuff in the long run or to harm you in any other way. This is what spam is all about. Does it matter what they're really up to? Would you react differently if you knew?
And, do they pose a security risk?
This might be answerable, but as Daniel said, in some way everything is a security risk. As a cautious user, you should know that you shouldn't click on anything a total stranger on the internet (or a spam bot) sends you. And that's the answer.
Maybe the question would be a better fit for Security.SE.
For Super User however, I guess if your question were …
What should I do if an AIM bot contacts me?
… this would have been fine.