I’ve never heard of anyone getting an unsafe package from flathub, but they certainly aren’t all as thoroughly vetted as stuff from a well maintained distro. Any major package is almost certainly fine, but if you’re downloading something obscure I’d use Flatseal to make sure it’s very well sandboxed, just in case.
They’ve also recently added verified checkmarks to the website for flatpaks that are officially maintained by the developers of the app, so that’s another thing to look out for.