Malware is a malicious software designed to harm or exploit a computer or network.
In the web3 context, malware could be used to steal your private keys or other sensitive information. This gives hackers access to your wallet, and hackers can perform unauthorized actions, such as draining your wallet of crypto and NFTs.
Do note that malware can both come from the user’s end (you), or your wallet provider. So definitely choose a reliable wallet provider!