There is nothing dangerous about Pokemon go. There have been some people who have done some foolish things, but people do foolish things in all sorts of ways. If they werent being foolish with Pokemon go, they’d be foolish elsewhere. Some people find it enjoyable and actually its healthier because it makes you walk and get exercise (I do have issues with the game making shuls, yeshivas, etc pokestops or Pokemon Gyms, but that is another issue) and others think its stupid. Do what you find enjoyable.
There was a report recently about people getting killed because they were taking dangerous selfies on such things as a side of a cliff. There is nothing dangerous about selfies, however it is foolish to take one on the side of a cliff