Figure skating isn't dangerous once you know what to do. Hold on to the barrier if you need to, if you follow those guidelines you should be fine, also if you think you might fall, bend your knees into a squat position and it'll all be good.
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If you haven't ever figure skated before you will probably want to hold on to the boards (the outer wall). If you feel like you are going to fall don't hold on to a friend or the person next to you. That won't do any good and it is very unlikely that both of you will remain standing. Also try to fall forwards not backwards so you can brace your fall with your hands. If you fall backwards you run a higher risk of falling on your tailbone or hitting your head, both of which could be dangerous and painful.
Have Fun!