Absolutely. I don't believe you can really learn it all without doing it at some point. There's so much that is not the same with sticks or even practice blades. How to hit properly, what happens to your weapon - you learn a lot about how to care for your weapon if you practice with it.
That's not to say don't be safe about it though. Don't do drills you haven't done before. Don't do it with someone who is not well-practiced. Don't spar and don't do full-speed anything. Wear eye, head and body protection, etc.