Delegation in Cardano is the process of “delegating the responsibility of securing the network” to someone else. For your contribution, you get rewards… however delegation is just that, delegating responsibility, it absolutely NEVER means you will EVER send your ADA to ANYONE. Sorry for the caps, but there are too many scams out there and so many people falling for them so just be sure to never SEND your ADA anywhere when you’re delegating and use an official wallet. Now to your questions:
Could I chose the wrong pool and not get my ADA back?
No, because you never send your ADA to anyone. You only “delegate” to a pool. The process of delegation requires a transaction (about 0.16 ADA) and a delegation fee for the wallet (2 ADA refundable if you decide you want to stop delegating that wallet entirely)
Can the pool be poorly miss-managed that I lose my Ada through their operations?
No. The risk you take is that you will not receive as much rewards as you anticipate but you will never lose your original ADA investment. See my first note and details. Also see the topic “Cost of staking” where I go into much more detail on how this works. With that said, No, you don’t risk losing your ADA, just use an official wallet like Daedalus, or Yoroi. I’ve head good things about ADALite as well but I am not affiliated nor am I endorsing any particular wallet.
Are those things possible? And are there other risk factors I need to consider?
Just don’t send any ADA to any pool no matter what they’re promising you. Delegating your ADA is just a transaction that happens on the blockchain that says the ADA in this wallet is delegated to this pool but the ADA itself never leaves the wallet, you never lose control of it and you should never give out your keys. The pool operators have no control over your ADA, your keys, and don’t really even know who you are. You maintain full control.
The risks you run are simply on the rewards. The performance or poor management of a pool could impact the amount of rewards you receive. Nothing more, nothing less. For example if a pool was offline when it was due to mint a block, it obviously won’t mint that block and as a result you won’t get rewards for it. If a pool gets hacked for whatever reason, again your ADA is always in your control, not the pool, so a pool getting hacked has no impact on you other than you’ll probably want to switch pools at that point to continue to earn rewards
See topic Cost of Staking for more details on rewards and what it means to support a small pool.
Hope this helps.