Are there are any security precautions in using ssh (or telnet, netcat or curl for that matter) to connect to an unknown service like this?
Yes. Do not connect with agent forwarding, as doing so would allow the server operator to connect to other locations as you. Do not forward environment information, though the typical ssh default is not to. You will likely leak your username. If you connect from an internet reachable host, and you made the mistake of not doing the first item in this list, they could easily connect back to you, not requiring any zero…
Recent example: https://www.openwall.com/lists/oss-security/2021/05/17/1