Hey, what the heck!
When I was going to launch the "Spellforce 2 - Faith in Destiny" game,
my F-Secure (virus program) blocked it from running, saying it had malware.
Does anyone else had the same problem?
I mean, shouldn´t it be safe to buy games from GOG without crap like that?
Or is it actually possible that "some" games are unsafe to buy?
If someone could help me with this issue I would be really grateful.
I´m able to allow it to run on my computer if I want to... But I don´t know
if I wanna risk it...

Most likely a false positive if you bought it from GoG.

The chance the original binary from GOG was already infected (on the GOG side, so you downloaded infected file) is very very small (almost safe to be ignored, as long as you have any important data well backuped, you can ignore this kind of threat, in worst case of major f*ckup from GOG you will simply reinstall your computer and restore data from backups, shouldn't happen more often than once in 20-50 years).

The chance that the binary was tampered with during download by some man-in-the-middle attack, affecting your network data, is probably even smaller (quite safe to be ignored).

Remaining options are:

1) false positive, by overly eager heuristic of your antivirus = most likely. Try to upload the offending binary to some online service using several virus scanners, if you have 2-3 reports from 30 scanners and the name of threat is something "generic" or similar, it's probably just heuristic not recognizing legit code (keep in mind the installer itself is doing many things similar to what malware would like to, like writing decompressed files to disc, and modifying some OS settings). If you have like half of scanners reporting threat, I would probably consider the threat real, and ask GOG support about it.

2) your system has been already compromised, some kind of virus/malware is running, thus it's free to modify the binaries on your disk, and it's clashing with your antivirus SW over the control over your PC. Not very likely on well updated system, but happened to me every 5-8 years when I was using windows. Not sure what is current situation, haven't seen windows for 10+ years.