I usually use use ThePirateBay for video media

Be wary of the fake torrents that may be listed as Movie.mp4.exe Movie.mkv.lnk Series.zipx and so one, I’d recommend you to open up your torrent client, I’m expecting Qbittorrent. Click on options > Click on the Downloads tab from the left then scroll down until you find Exclude File names, enable it by clicking the checkbox and add these -

.lnk
.mp4.lnk
.mp3.lnk
.mkv.lnk
.torrent.lnk
.scr
.zipx
.ink

Enabling these would automatically prevent your torrent client to download these files if you mistakenly add these torrents. You can add more or less extensions depending on your use case, like if you never torrent games or software, adding .exe to this list may be beneficial to you, so you don’t accidentally download a fake torrent which has some sort of malicious executable inside.

Piratebay is usually considered unsafe, you’d be better off with trackers listed on here - https://fmhy.net/torrentpiracyguide#torrent-sites

EBook, Audiobooks

Private Torrent Tracker: MyAnonaMouse

Android apps

Mobilism or these sites - https://fmhy.net/android-iosguide#modded-apks

And also, what file formats is best?

Preference based, there’s no best file format. It’s often a battle of compatibility vs. usefulness. Like .mkv can have bundled-in subtitles and audio in multiple languages while mp4 is more compatible with older or less popular devices.

But is x264 or x265 better

x264 and x265 are video codecs btw. These also depend on the user’s use case. If you have modern hardware and can run x265 or av1 encoded files with no problem then definitely go for them as they can save you a lot of space because of their great efficiency, but if your hardware struggles to play x265 or av1 files then go for x264 encoded files, as they are compatible on almost all devices old or new.

Not sure if I’m doing piracy correctly

There’s no way of doing it correctly just follow basic instructions like using a good adblocker (Ublock Origin), use trusted sources mentioned in the megathread and scan your files with Virustotal.com or tria.ge if you think they are suspicious.

Also other than the megathread, there’s this amazing resource called FMHY - https://fmhy.net/

They’re don’t just hold information regarding pirated stuff but general and free stuff too, not to mention they update it very often to keep it up to date. They even have options for backups - https://github.com/fmhy/FMHY/wiki/Backups