GFX cards can get as hot as 100C when running, so it could ruin you a little.
Basically touching any electronic component holds a risk of static discharge wich can destroy components. That is why your advised to use antistatic armbands etc when tampering with computers. Instead of armbands, most any conductive connection between you and the chassis will actually do.
That meens its enuff to touch any bare metal part of the chassis just before or while tampering with parts.
There is another obvius risk of scratching, stuffing wires in fans etc. But as long as your carefull and make sure you get things back in with locking mechanisms engaged, you can pretty much take the computer completely apart and put it back together with no harm done.