Affiliate Marketing is safe by all means. There is a myth flowing around that, Affiliate Marketing is a scam, and that is not at all true. But even saying so, if you do not research the merchant who is approaching you, you could end up without payment. Even though these days, that is very little, still you need to research both about the product or service as well as the merchants too, before signing up for the Affiliate program.
If you are new to this domain, I would recommend you check out Intellipaat’s Certification Course on Digital Marketing and watch the following video on How to Start Affiliate Marketing and get started.