Macros can sometimes be useful, but are frequently abused to install malware.
Macros, sometimes also called actions or scripts, are small programs embedded into documents. These can be used to automate certain steps in a process, for instance filling in the fields of a form. If used correctly, they can be quite useful.
Unfortunately, macros also frequently contain malicious code, which for instance downloads malware and subsequently installs it on your computer. Since macros are rarely used in a private setting, we would generally advise never to activate them.
