Generally speaking using either tasers or stun guns is safe as long as you do so as instructed by the manufacturer. As with any self defense device you need to be cautious not to leave them within the reach of a small child or anyone who might use it for other purposes. Keep in mind they are not toys.
Most of the stun gun models today include some kind of safety feature to prevent accidental discharge of the device. Additional to this you will also find models that include other protective features like a disable pin, which is a wristband that is attached to the device by a pin which has to be connected to if in order for the stun gun to work.
Both stun guns and tasers are very effective non-lethal alternatives to personal protection for nurses, school teachers or anyone wanting to avoid being victimized by street thugs.