It depends on the user on how he uses and for what purposes he uses.
- If you're talking about dangerous as in terms of illegal, installing and using Kali Linux is not illegal but illegal if you are using as a black hat hacker.
- If you're talking about dangerous to others, certainly because you can potentially harm any other machines connected to the internet.
- If you're talking about dangerous for your hardware, probably not since the majority of the modern OS are sophisticated enough not to harm your hardware, unless you make them do that.
If you are interested to learn Linux, I suggest this Linux Course by Intellipaat. You can even check Ethical Hacking Training to use the full potential of Kali Linux.
You can watch this video on Kali Linux to get an overview of Kali Linux: