Welcome!

Now phishing sites asking for your username and password are very common. Even the ones asking for a Steam Guard code have been less rare lately. What I have never seen before is a phishing site asking you to upload your ssfn* file. Let me quote AndyM77 about it:

Hardware changes should not cause the 'SafeGuard' to kick in again. On an authenticated computer you'll find a file starting with 'ssfn' and then random characters after it, this is the authentication key. On computers that haven't run Steam before this key will obviously be missing, and therefore bring up the 'Safeguard' code box and subsequent email from Valve.

So, that file would probably mark your computer as authenticated and ready to trade - no matter if you have it or not. Combine that with a botnet drone near you used as a proxy server for an attacker to log in which I have seen when phishing sites just asked for a Steam Guard code and whatever safety measures Valve have added lately, you might have to kiss your inventory goodbye.

Here's the complete message from the fake scam phishing site:

Hello!

We see you're logging in to Steam from a new browser or a new computer. Or maybe it's just been a while...
As an added account security measure, you'll need to grant access to this browser by downloading the special ssfn* file from your Steam folder....
Ssfn* file contains your ID number and located in a directory Steam folder (.../Program Files/Steam/ssfn* )
http://testing.phenos.ru/ssfn.jpg

Steam will never do something like that. Ever. Please review Steam's account security recommendations. Steam has your Steamguard security code and password stored on their servers and would not have the need to ask you for it.

What happens after you have logged in seems to still be the same:

The attacker transfers valuable items from your inventory to another account, not the one that you received the phishing link from
He sends more friend requests and sends the link to the phishing site to more people.

Just a summary of a reddit post, but guys PLEASE BE CAREFUL, especially in unusual trading!

If you see a scammer or a phishing link, then immediately report the person who sent it to you on SteamRep!