If you feel that this may be an important warning sign to pay attention to, and you think maybe it would be a good idea to quit, then that is up to you to decide. Not everyone here is going to feel the same way or think the same way that you do about this. If you think it is the right decision and the best thing for you then go with that.
depends if your buying to use or your a middle man. if its the latter i would lay the fuck low, if your just a buyer i would delete there number and move to the next guy.
I had a couple connects get arrested, but that's only because they always had mass amounts of people at their house and eventually somebody snitched them out.
Unless you were dealing big amounts at a time, I wouldn't be too worried about it.