<<< Is it safe to use this wireless connection? >>>
Any folders that have been set up as "network shares" will be at risk.
<<< How do I know whose it is? >>>
You probably don't, unless the SSID gives a hint.
<<< Can they tell someone has accessed it? >>>
Yes, if they know what they're doing, but if the network isn't secured, they probably don't know what they're doing!
<<< is it legal!? >>>
Definitely not and there have been prosecutions for illegally accessing wireless networks.