Personally I think the risk is small if you are careful; it's not like 1994 where installing dualboot was a process that was somewhat tricky. After installation the risk is zero.
- Backup important data on laptop
- Defrag HDD (can't hurt)
- Examine current disk layout (e.g. is disk partitioned already?) just to know the current state
- Check BIOS (if you have an EUFI Bios you may need to turn secure boot or whatever it's called off)
- Install linux
The installation will prompt you before making permenant changes and give you the chance to bail out. Check and double check and then go for it.
Another advantage of the virtualbox route, though, is that you can practice installing before doing it for real.