Its Ok but you have to be a bit carefull what you download, Keep in mind that all the files you can download are actually stored on peoples computers all over the world and if you start to use the system then files on your PC will also be shared with everybody on the system. This is OK if you setup a specific folder for this purpose and only put the things you download or want to share there.
Some of the files you might find have names which relate to what they are but some people seem to find it ''funny'' to put a file name which sounds innocent on a hard-porn clip or something, also make sure that you run a up to date anti-virus and a firewall because your PC can be quite open to all users of the system.