It is unsafe if you don't know where to buy from (Recommend buying only from official source)
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 shouldn't be that hard. It’s just normal thing that needs to be known to have a safer wallet & also keep your wallet safe.
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.