Nothing wrong with seeing what it can do at stock voltages (or undervolting it for temperature and power savings)
MSI Afterburner is a pretty safe to use program. It is hard to burn out a GPU as they will shut themselves down when they get too warm, but the extra core voltage necessary for decent overclocking will decrease the lifespan of the GPU. If you replace every few years, not a big deal. If you can't afford to upgrade often, leave it alone.