Yes lasers can be dangerous. It all depends on how powerful the laser is and how long the beam is exposed to the human eye at what distance. Class 1, 2 and 3R or 0 to 5 mw are very safe. Class 3B or 5 to 500 mw is considered a small danger but I personally consider this still safe. Especially up to 250mw wouldn’t worry me. Class 4 or 500mw (0.5 watt) and more can definitely be dangerous. The lasers shown in the video aren’t dangerous. A unit like the Laserworld PL-5000RGB MK2 producing 5000mw can definitely do some damage when looked into at close range.
A good wash bar and some uplighting to start. Stay away from the dots and lasers, they tend to make you look cheap and not professional. If you want to get into moving heads only do so, when you can afford the more expensive and powerful ones that will wash your dance floor. Follow DJ Barr, I like his advice when it comes to DJ set ups. Hope this helps!