Is it safe to download Kali Linux?

Downloading Kali Linux (or any Linux distribution) and booting from a USB drive should not cause your system any problems with normal use.

The only time you might have an issue is if you have a UEFI booting system (which Apple uses) and you install it onto your drive. There have been a couple of instances where an Ubuntu installer bricked a UEFI system when writing the boot entry into the UEFI NVRAM. This is more of an issue with the System's UEFI NVRAM implementation being broken than it is with Linux causing a problem. UEFI is poorly implemented in many motherboards. Thankfully I don't hear much about it and when it does occur the Linux distros quickly address the issue.

I've installed Linux on most Apple hardware from 2006-2015 without any issues. If you happen to have a MBPro 2016+ laptop, then Linux may not work well on the system. For 2016+ laptops, you will need to use a USB Keyboard & Mouse since there are no official drivers to support the new Keyboard & Trackpad yet (I'm not sure about WiFi or other hardware). I've never used Kali Linux so I'm not sure what drivers are supported out of the box for Apple hardware, but on some Linux distributions you may need to install non-free drivers from the repositories to get full use of the Apple hardware. Kali Linux does seem to support installing on Apple hardware (single boot, dual boot). I would recommend using Etcher to create a bootable Kali USB drive.