It is probably safe if the exhaust system is intact and you have installed new fuel line. Those are the two biggies. Run it once with the fuel pump unplugged to make sure that the flame timeout works.
You can also test the overheat circuit if you like by blocking off the air flow through the heater ducts while it is running. This will cause the system to intentionally blow the overheat fuse shutting down fuel flow. I owned a Thing for 10 years and have a fuzzy rememberance that it blew the overheat fuse maybe one time. An easier, but less conclusive, test would be to just remove the overheat fuse while the unit is operating. This should immediately shut off the fuel pump.
You will quickly learn what is normal for the system, and then if something does go wrong you should be able to react quickly.