Changing my Home icons
Dangerous? No. But it could wind up being wasted time when you at some point you update your OS and the settings you made get reverted back to the system default; that depends on what icon you changed.

Of course, we're not talking about a lot of time spent on changing an icon here, so I'd say go for it! I actually changed my Documents directory icon 8+ years ago, and it was still the same when I retired that MacBook earlier this year, after several OS upgrades. Some changes will stick longer than others!