Being more active is very safe for most people. However, some people should check with their doctor before they start becoming much more physically active.
If you are planning to become much more physically active than you are now then you need to complete a questionnaire (link below)
If you are between the aged 16 and up, the PAR-Q will tell you if you should check with your doctor before you start. If you are over 69 years of age, and you are not used to being very active, check with your doctor.