Not that there aren't a lot of fantastic scholarship opportunities out there, but, unfortunately, there are those who want to cheat you out of your money. Sometimes they will require a fee to apply for a scholarship—and then disappear without giving you the scholarship. Sometimes they offer you services to fill out federal forms. A good rule of thumb is that you shouldn't have to pay to get a scholarship—it should be free, right? Also be careful when giving out personal information, like your address or social security number. Make sure the person requesting this information is legit.
FinAid offers some good advice on how to avoid scholarship scams. The U.S. Department of Education also has some valuable scam resources, including what you should do if you are the victim of a scholarship scam.