I'll probably catch a lot of flack for this question, as I am new to ALL of this, but if anyone can find a smidge of compassion for me right now, I'll be forever grateful!

I purchased the raspberry pi 0/w on a coworker's recommendation that it was the way to go for retro gaming. I am a Super Mario fan, and have been jonesing to go back to it for several years, since my kids have all grown!

Got the pi hooked up, downloaded retropie (holy crap, Linux? REALLY???) and was ready to get busy wasting time with my favorite old games when - uh-oh...I have to download ROMs?! So, now I'm scared...

Find many useful forums/sites that tell me downloading ROMs is illegal, especially for the Nintendo Mario stuff...it's bad enough I found out the raspberry pi 0/w can't support beyond SNES (no Nintendo 64 for me, dammit), but now I can't play any Mario at all, without obtaining it illegally and possibly full of malware/virus/CRAPOLA?

Please tell me I'm wrong. Is there a way I can get Super Mario for the SNES platform without putting myself at risk for prosecution or major computer vulnerability???

Thanks in advance...