If you don't want to use iCloud, then you have already succeeded by turning it off in System Preferences.
Do you have an iPhone? an iPad? Another Mac? Even nothing at all?
iCloud does store information "in the cloud". I for one would not want to live without it.
I add an event to my calendar, or a contact to my contacts using my Mac, and they magically also appear on my iPhone (or vice versa).
I can store a file in iCloud drive and open it using the web access at icloud.com.
iCloud also is behind my ability to receive messages (even text messages) right at my mac; answer the phone on my mac, and more.
Is there a risk in having this information around? Life is a risk. My desire to have access to my data is greater than my fear that someone else might.
If you think the opposite, don't use this.