Can't see it being any more dangerous than the open fires we used to have when I was a child and burning coal allowed. A guard was always favourite though.
I wouldn't advise it unless it is incredibly solidly built, with really thick walls. I have a wood burning stove (wouldn't be without it), which had a problem with the handle recently. A missing washer meant it wouldn't move, so I ended up with the door not closing properly. The stove overheated incredibly, to the extent that I could see it turning red at the back.