It is unsafe if you don't know where to buy from (Recommend buying only from official source)
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This is important and i will also like to add watching out for malicious sites that my try to use a nearly similar domain to fool visitors.
Hardware wallets are not like our casual wallets, they require levels of technical expertise for a safe set up, most importantly during customized settings.
Their setup shouldnt be that hard. It’s just normal thing that needs to be know to keep your wallet safe and besides, most of them do have a guide to walk any user through the process of setting up and usage
For example trezor have a guide and even learn write up to help newbies
https://trezor.io/guidesI'm not sure about other but i believe they should also have it . Moreover, any new user will likely have zero idea of setting it and definitely they need a guide.