Is there a possibility of stealing our data?
Security is your personal decision, but having a wireless connection we should pay attention to protect our private files and encrypt sent messages. Actually, the security modules were very important since the beginning of the WiFi projection. In order to prevent intercepting your data by the others the designers implemented many security techniques, like WiFi Protected Access (based on encryption), Virtual Private Network (making virtual "tunnels"), Media Access Control Filtering (rejecting unknown MAC addresses), RADIUS Authentication and Authorization (using login and password) or Kerberos (key distribution). There is also a possibility to combine some of these security mechanisms making your transmissions even more secure.
On the other hand providing such security in public places (like Internet cafes) may not meet its expectations. Connecting to protected wireless network you will be asked about a security code, encryption key or a password. If you do not know them, you will not be able to establish a communication link and use Internet resources. Most of public areas do not use security modules because of that reason making WiFi users data unsafe.