I don't understand how malware can determine what to share and what's important and what's not lol
As Hoov has noted, there are 10s of 1000s of new malicious code released every day! Do not try to pigeon hole all into one purpose. While some may look for specific file extensions, others may look for certain patterns in the file. Other malware may try to allow remote access to the bad guys. Some may just want to change your home page, or prevent your computer from booting. Do you really care why a badguy wants in your house? Or do you just want to ensure he can't get in?
You need to understand that these badguys have as many different intentions/motives as there are badguys out there. Some are there just to see if they could get there. Some just want to be mischievous. Some are just sadistic and enjoy inflicting pain. Some are there for profit. Some don't care at all about profit. Some want to take control of your computer for any number of purposes.
Some are wiz kids goofing off with a notebook. Others are highly organized with specialized hacking equipment - perhaps even financially backed and directed by foreign governments like China, N. Korea or Iran.
Do NOT try to guess or understand what they want, what they find of value, or what they intend to do. There are entire cyber task forces in law enforcement and security organizations trying to do that every day - and the proliferation of malware and cybercrime over the last 20 years is proof even these highly skilled and highly funded security and law enforcement agencies don't have it figured out.
The thing to remember is, unless the badguy is someone who is specifically targeting you (which is highly unlikely), then these guys are just lazy opportunist - seeking out the easy pickings. If you don't leave your keys in the car, don't leave your front door unlocked, the bad guy is going to move on.
So I say again, if you have ANYTHING on your computer you don't want out there, don't participate in P2P filesharing, keep Windows and your security apps fully updated, and don't be "click-happy" on unsolicited downloads, attachments or links.
If a badguy happens upon your computer and sees you have your defenses up, doors closed and locked, he is not going to waste his time when he knows there are many easy pickings down the road.