If it is coil whine, then no, its not a problem. This will not harm anything, just annoys with the sound. Every component have coil whine, but usually a lot quieter. On most hardware you will not hear it. But sometimes if you are unlucky by a specific combination of hardware or bad quality work, then you will hear coil whine when playing at high fps. Some are really unluck and have it at low fps too. If you can live with it, then you have nit worry anything. Its safe.
The question is, is it coil whine or something else? And how annoying is it to you?