Jailbreaking your iOS device is generally considered to be safe. However, if you remove files you shouldn’t remove, you may end up in a bootloop which prevents the device from booting properly, and you may need to restore the device to the latest iOS version which can result in data loss and the loss of your jailbreak.
There are no documented cases of modern devices being permanently bricked by a jailbreak. If you mess something up, and your phone doesn’t boot anymore, simply restore it through iTunes or Finder. The device will work again, but you may lose any data for which you don’t have a backup.