Actually, I hate to be negative, but I have had a few experiences where it did hurt.
It's been years, but I've 'bricked' a couple computer motherboards, trying to flash the BIOS (firmware)
Thankfully, in those cases, a replacement flash chip for the BIOS from the manufacturer, or a programmed EPROM could replace the chip with the 'bad flash' on it, and get you going again with minimal downtime. A lot of higher end stuff now has *2* firmware chips on it, and if one fails to boot, it boots off the 2nd one and tries to 'recover' the first.
I don't know how our Nikons work. I flashed both my SB-900s, and it worked well. My D90 is out of warranty, I guess there *is* a slight chance I could screw something up, and have to send it in to have it fixed at my cost... but I've not had a firmware problem on anything for years. Hopefully, the problems of the days of old are gone!