To extend a bit over the one-liner, there is an incredibly low chance that some files will get corrupted. This can happen whenever you stop the download for any reason, and chances of it happening skyrocket if it stopped downloading the game for an accident (such as a power outage).
Sleep/hibernation modes, pausing the download or doing too much disk operations all have a slight chance of causing such damage, but it's nothing a Steam cache integrity check can't correct, so don't worry.
Just run a check after running the game once and you'll be fine.