Can I use only the external monitor and close my MacBook Pro safely ? Is there anything that could happen to my Mac in this case ?

1. Yes.
2. No.

It's perfectly fine and safe to use the Mac in what is known as "clamshell mode". Which is having the lid closed. Nothing bad will happen.

If you don't have the power adapter, a keyboard, and a pointing device connected, the worst thing that could happen is that it goes to sleep rather than transitioning to closed-display mode.