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Web scraping in itself is just a technique to collect data from the internet. Whether it is legal or not, highly depends on the type of data and how you collect it and what you use it for. For example, harvesting personal identifiable information (PII) can violate data protection laws in the US, Europe and many other places. Besides legality, it is also important that you don't abuse any particular server or website by putting unreasonable load on it, otherwise the web scraping can be mistaken for a hostile DOS attack, and automatic protective mechanisms may even block and ban you from using a service. So it must be done with smarts and care! You can even find some information about web scraping in the Python for Financials course on Sololearn.