Not really each time you play one they will know your IP Address.
You use them at your own risk, never enter your main runescape account and password on a private server, not even if they ask you for it!
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Runescape private servers are private servers where players can play the browser MMO with a select few. Sometimes the servers will have mods added to them which make gameplay different.
No they're perfectly legal.
Some might.
For private server Look on Runelocus.
Google.