The main risk you should consider is platform risk. This is a risk of a marketplace running into financial problems or simply being a fraudulent case.
Most marketplaces keep investor funds in separate accounts to avoid such instances.
Additionally, some platforms are regulated and even have guarantees from the regulator to refund a certain amount of account balance in case of platform risk materialization.
Another factor to consider is the Terms and Conditions changes. This is a risk that a marketplace introduces new measures that might impact your current investments. For instance, introducing extra fees for certain actions, locking investments from secondary market options, and imposing features to extend the loans.
As most marketplaces reserve the right to change Terms and Conditions, this risk cannot really be avoided but can be reduced by investing in regulated marketplaces that are less likely to undertake unfriendly changes.
The last risk to think of is a market liquidity risk. This relates to an inability to exit your investments via the secondary market due to the limited liquidity in the market.
Usually, during significant market events like the Covid-19 pandemic, investors become more cautious and less willing to invest which causes the market activity to slow down and reduces the ability to sell investments early.
To minimize the impact of the above risks, perhaps you should consider investing in multiple marketplaces?