Why should you be wary about a site that does not have any contact information?

I'll assume that your browser has run into a website without a certificate. Certificates of these kinds are a way to build a web of trust in the internet. They are given by various institutions to websites that can prove their legitimacy and most legitimate sites make every effort to get one. If your browser tells you that a website is unsafe due to not having a certificate there are various reasons why it might have one, but you should never ignore the warnings unless you are absolutely sure that you are entering a trusted website and that you have also entered the URL correctly as many "spoof sites" exist with names similar to popular websites to do malicious things to people who might mistype a website's URL.