Children live together consuming, producing, and sharing digital content. These are hypermediated communication actions typical of cyberculture, and require training in critical thinking that, even when minors receive it, is not always perceived as necessary, which can put the privacy of children at risk. This study focuses on analyzing the cyber skills of primary and high school students to act critically, and examines the level of conceptual, attitudinal, and procedural competence that children perceive they have acquired to access, consume, create, and share digital content on social media. The specific objective is to understand some of the components that may be related to young people’s perception of the training they have received, as well as whether there are differences in terms of their willingness to acquire training to protect themselves when creating and consuming digital content. To this end, a 25-item questionnaire on the knowledge, attitudes, and actions of young people was designed, validated, and administered to a sample of 417 Spanish students completing primary and high school education. The results obtained indicate that, at the conceptual level, there are no differences between the educational stages, while differences were found at the attitudinal and procedural levels. The two factors identified show that, although high school students have acquired certain critical and protective attitudes, they behave more riskily in their self-presentation and posts than primary school students when accessing, creating, and sharing digital content on social media, and that the training received and the willingness to learn about how to create and share were the differentiating variables for increased protection. We conclude that there is a need for introducing education specific to the critical analysis and self-protection of Internet use at the primary education level, as well as additional training that would help to avoid risky behavior during high school.