Read the blog post MyraMains pointed out. Don't sign an NDA unless, after you have read that post, you think the benefit you will get is worth what you'll be giving up.

Also, if you do ever sign an NDA, read the document carefully. If someone drafts a legal document and puts 'non-disclosure agreement' at the top, this heading doesn't put any restriction on the clauses within. There could be onerous (for you) provisions relating to liquidated damages or injunctions. Be sure that you're happy with each of the clauses individually, not just OK with the general idea of signing an NDA.