Contributed modules, or contrib modules, are pieces of Drupal functionality, contributed to the community and maintained by the community of developers, sometimes sponsored by companies keen to support open source. You can find all contrib modules in the modules section of Drupal at https://www.drupal.org/project/project_module . The field_group module can be found at https://www.drupal.org/project/field_group.
It would indeed be risky to randomly pick and choose modules to use without prior knowledge, but there's lots of information about modules on Drupal (https://www.drupal.org/) that can inform you before use. These include:
The number of people maintaining the project. The more eyes on the code, the more likely it is to be good quality.
The number of commits made, and how recently. Active maintenance means the module is more likely to be protected against any recent security issues.
The issue and bug queue. It's...