Gitlab ci: docker.runner, privileged=true

Hy, I’m trying to get our gitlab CI working for the 1st time. I’m having issue with trying to set up docker compose after doing python hello world type of CI. After trying few options i will probably need to try to set docker runner to privileged mode(like I have read in multiple places(also in official docs) that this is dangerous. I’m beginner, could someone elaborate please? from waht I understand, docker gets root acces to host of my gitlab runner so it can overwrite or delete something important on that host? It’s probably not dangerous like someone will hack my server which is in its own VPN if I’m running tests on app in docker compose?