The stuff that can be in a script can be lots of different kinds of "content." Many pages may have a "frame" where an ad is inserted, but the ad comes from somebody else's website, or from a different part of the site you're visiting. A common kind of script error will just "not display" something that was intended to be part of the page. You may see it as a picture that just shows the little "boxed x" place marker instead of the image that was intended.

It doesn't often seem to be the flashy jiggly stuff, since someone pays them to get that crap up and they're very fussy about it working. You have to rely on your popup blocker and other security/convenience filters to keep that kind of crud under control.

A script error usually just means that you get less information than the page was supposed to contain, rather than more. If it's a page you would have looked at if the error didn't happen, it usually is no big risk to look at what's left of it when an error happens.

If you find a site where it happens frequently, it could mean that the operator isn't paying attention and the risk of "bad stuff" (i.e. the site being "hacked") might be higher than on a well-run site, so you might choose to go there less often ...

John