Earthing Bracelet safety
For safety, it's no more dangerous than holding onto an earthed metal appliance.  It's safe the vast majority of the time, but there are rare circumstances when the mains earth can become live as a result of a fault in the supply network.

Don't assume that the mains wiring in a house is at 0V.  Depending on the supply wiring, it may be several volts above true earth.  That's especially true if the public supply is TN-C-S, where the house earth is tapped off the incoming neutral.

If you want real 0V, the only way is to hammer an earth spike into the ground, well away from any mains earth spikes that are already installed.