Running Microwave Oven interupts Wifi connection. Should I worry about it?
Yes, you should worry.  It sounds like your microwave is leaking enough power to interfere with WiFi at the WiFi frequency.  That means it could be leaking substantially more at the cooking frequency of around 5.8 GHz.

There is much debate on what levels of various frequencies of RF radiation is a hazard to humans.  Some argue that microwaves aren't ionizing, which is true, and they therefore aren't dangerous.  What is really dangerous is assuming you know all the reasons these things can harm you.  So microwaves aren't ionizing, but that doesn't mean there aren't other effects they cause that are harmful.  Just because we can't name the mechanism doesn't mean there isn't one.

There is data to suggest that microwaves do cause trouble.  One of the early revelations came from soldiers manning the DEW line radars in northern Canada.  They sometimes deliberately sat in the path of the radar beam (basically microwaves) to get warm.  Those people had a much higher incidence of cataracts later.  Other effects can be more subtle.  The maximum legally allowed leakage power from micowaves has been lowered over time as there have been more suggestions found that these things may cause long term problems.

Just because we don't have a smoking gun or can clearly explain a mechanism doesn't mean there isn't one.  In the mean time, it would be prudent to be careful.  You don't want to be the museum exhibit of the future labeled "Dumbass from the early 21st century that let his microwave leak and not do anything about it.  This was only 50 years after they thought DDT was safe too.".