I actually don't like FURMARK. It has been kind of a mixed bag. I tend to avoid it. It's probably the most intense GPU stress test utility to date (I could be wrong though). But it aims to use absolutely all of the GPU power you've got. Don't OC the GPU while running this benchmark.
Furmark will do things that no game will ever do, and it does it on purpose to make it worker as hard as physically possible. However, all the manufacturers consider it a heat virus, as it goes out of its way to push a GPU harder than any game ever would as it does things that make no sense in practical use.
The act of running it under controllable temps won't harm a GPU, but you could overheat a GPU and cause harm. Newer cards and their drivers control the temps by down clocking if they get too hot, so it isn't really a big concern, IMO.
Overall, it's an OK tool.