The internet offers adolescents a huge window of opportunities, but these opportunities are not always exempt from risks. Indeed, many young people are nowadays confronted with spam, gruesome or violent images and content including pornography, drugs, racism, and even suicide. We surveyed 815 Flemish 15- to 19-year-olds about the online risks they (may) have been confronted with and on how they cope with these risks. We controlled for digital literacy levels, socio-demographics and personality traits. Interestingly, our research shows that not only adolescents with a high level of internet literacy but also those with lower internet literacy levels, such as youths enrolled in vocational education, tend to be more frequently exposed to online risks. Also worthwhile noting is the fact that a high level of self-confidence positively correlates with exposure to risky online content. In general, adolescents do not consult anybody when it comes to coping with risks and negative experiences online. However, a good parent-child relationship pays off as kids with a good parental relationship encounter aggressive, sexual or value-based content less frequently.