The only danger I ran into was making a change and my car not starting. Or not saving my changes as I went. Which was possible with the old set up of the PRP. Just don't get aggressive and greedy for power.
As stated above is getting greedy and rushing. Take you time with all areas of tuning. idle, free revs, street, and WOT. Get into the books and learn what you are doing instead of just changing random values. Get SCT PRP from Lasota racing so you can have him on the horn when you need him. It is a steep learning curve, but worth it! Remember, you cannot tune around mechanical problems!
With all the know-it-alls online I am surprised more don't do it. LOL
But as others have said take your time and do it right. Don't be greedy and keep your head out of your ass, and you will be fine. It's not that it is hard, it's learning what you have to do to make the changes you want to make, along with learning what your car needs/ likes. Its very rewarding to be able to successfully do you own tuning.