Power supply too weak, any danger?
It depends on the power supply. Some have protection against overcurrent, and some don't - it should advise in the manual/datasheet (if it has one).
Most decent quality supplies will have some form of protection (current limiting, thermal cutout, fuse) and withstand at least temporary overcurrents, and a good bench supply should withstand an indefinite short circuit.
Without knowing anything about your supply though, it's impossible to say.  

EDIT - so it's "a charger from some old gadget".
In this case without opening it up you can't really tell what it will do if overloaded. Probably the output will just sag or trip off for a while, but it may do nasty stuff like overheat and catch fire if you're unlucky.  

However, if you are not running any speakers from the amp, I rather doubt you will use 3 amps. Depending on the amp type (class A, AB, etc) it may draw very little current when not loaded. This info may be (should be) available in the manual.
I would test the quiescent current with a multimeter to see what it draws, it maybe possible to use the bench supply if the current is low enough - maybe do this to start with.