First it depends on what you order
Drugs people usually look for country to country shipping because then there is no custom clearance, anything else like counterfeit money or stuff like that which are illegal, people don't really give away their home address, if they do they are dumb,
They use mail forwarding services or package stations.
Its not illegal to browse the dark net unless its *****
People usually get caught when they fall victim to a FBI's honeypot or they are social engineered into telling their real information
There's too much ***** because, there's too many *****s ofc and this is their heaven as its easier to stay anonymous here
To stay safe don't don't anything from tor, turn of your java script to false and the browser settings to the safest, if you don't live in a communist country where tor is legal, no need use a vpn. Turn web rtc off, all of this can be done from "about:config" in the address bar.
And lastly to protect yourself, don't be a dumbass and think logically