There has been a huge spike in the usage of social media platforms during the COVID-19 lockdowns. These lockdown periods have resulted in a set of new cybercrimes, thereby allowing attackers to victimise social media users with a range of threats. This paper performs a large-scale study to investigate the impact of a pandemic and the lockdown periods on the security and privacy of social media users. We analyse 10.6 Million COVID-related tweets from 533 days of data crawling and investigate users' security and privacy behaviour in three different periods (i.e., before, during, and after the lockdown). Our study shows that users unintentionally share more personal identifiable information when writing about the pandemic situation (e.g., sharing nearby coronavirus testing locations) in their tweets. The privacy risk reaches 100% if a user posts three or more sensitive tweets about the pandemic. We investigate the number of suspicious domains shared on social media during different phases of the pandemic. Our analysis reveals an increase in the number of suspicious domains during the lockdown compared to other lockdown phases. We observe that IT, Search Engines, and Businesses are the top three categories that contain suspicious domains. Our analysis reveals that adversaries' strategies to instigate malicious activities change with the country's pandemic situation.