It's not as serious as it's marketed to be. Having it unlocked just means that the previous owner installed a different OS to the one the phone had so if it's not on the original OS you can manually reinstall the original firmware and it would be 'locked' again.
Yes, it can be dangerous to have an unlocked bootloader. I think there could be tutorials on the Web for this specific Note 10+ that show you how to re-lock the bootloader. Like some people say, flashing a new software will automatically lock the bootloader, I think it depends on your phone, but still be sure that the original firmware is installed before locking the bootloader.
Make sure that the official software is installed on the phone and not an unofficial one before locking the bootloader because locking the bootloader while an unofficial software (like a custom ROM) is installed will/may brick the phone or something else may happen.
Rooting your device unlocks your phone and removes manufacturer restrictions, and can also open the door to security threats. For these few mentioned reasons, it is not recommended. You can take the device to an accredited service center for further assistance.
