Darren
As a Mac user you can forget the firewall provided nothing (no folders etc) is set to share. The OP can't send you any files if all your setting don'tt permit sharing and like all Macs you can't be harmed by any malicious software unless you permit installation by using your password.

Can the OP see you on their system - most probably but they just as probably won't. Too dumb to password protect the wifi then they're definitely dumb enough not to see you or even recognise what an additional user would look like on their system. In OSX your machine would show up in finder where as in Windoze its in My Computer in network but in Windoze it will in all likelyhood be hidden as a sub-folder. Your machine will show as a directory but nothing else.

I have seen this situation a couple of times including when I at my partners relo's. They live in a large complex of units and some knuckle head there has an unsecured system. Then there are the stacks of commercial hot spots which are free to their customers like Wests Leagues at Newcastle (Where I stay if working up there). There's no security in the system but the signal is so weak that you can only log on in the Hotel foyer.