I have been a professional machinist for over 55 yrs, and if you are not careful it can be dangerous, but it is the best way to get a good finish because in essence it is always a light cut as far as the cutter is concerned. just look at the direction the cutter is turning and the direction of feed and you can quickly see that in climb milling the cut always ends as if it were a light cut - in conventional milling it always ends as a heavy cut.
but if it does grab, you can break the cutter or pull the work out of the machine.
if you know how, climbing is easy - if you are too new - avoid it