On the internet there are many threats varying like phishing, viruses and ransomware. These threats might be loaded on almost any webpage. That is the reason that many websites don't trust any information entered on a form automatically. Often you have to enter a Captcha string to prove that you are a human instead of a malicious computerprogram or bot.
For example threats could be loaded on a website as a script, it could be a flash application or a malicious download.
Choose a browser without vulnerabilities
At this Wikipedia page you will find an overview of modern webbrowsers and their vulnerabilities. Note that for most browsers the Web Of Trust has created extensions for the most popular browsers. It is adviseable to install this extension.