As a rule of thumb you can pull 3A through such a connector. It is very hard to find current ratings for 0.1"/2.54mm dupont connectors in most datasheets, some do specify one though, eg: http://www.molex.com/webdocs/datasheets/pdf/en-us/0901200121_PCB_HEADERS.pdf
However I have certainly seen poor examples of these connectors, usually the pins, which I would not rely on for even 3A.
To address your question "is it dangerous", you could certainly try this as a prototype, but you should never leave the device unattended. You may also see lower current consumption in such a prototype compared to the final design due to the extra resistance in the connection.