Is there a risk of sharing my idea with other researchers via e-mail? I sometimes need to take the opinion of other researchers who published studies close to mine, so I send my research question and what I will do to answer it through e-mail. Assuming that this is a good behavior, Is there a risk of that on my idea? if there, how to protect it?
There is always risk. You may have come up with the greatest idea your field has ever seen, that would tempt even the most honest of researchers.

The more salient question is "Is there a major risk?"

And for that, I'd suggest that the risk is fairly minimal. If you have a senior mentor, you can minimize it further by asking if they have recommendations for who you might get in touch with. But if it is genuinely just a question - to be frank, it's likely not worth stealing. Ideas are, in and of themselves, a dime a dozen. There are things these researchers are working on, interested in, have funding for, etc. And there are likely more of these than they have time for. For example, my planning board has a massive pile of projects I'd like to do that vastly outnumbers the projects I'm actually working on. I'm not going to add another because a random person contacted me and I decided to steal their idea.

There's also a risk in not sending it - that your idea remains undefined, and you lose the potential for the input of experts in the field. I'd consider that a much greater risk.