Is it dangerous to view a suspicious email, SMS or direct message?

Generally speaking, no. Phishing communications usually require you to click on a link or open an attachment to activate malware or take you to a website which captures your credentials. However, if you use any sort of non-standard software for reading incoming messages, excercise caution, since while mail readers like Gmail and Outlook take care to protect you from looking at fraudulent conent, not all software may do so.