Windows has default security settings that show a frightening warning when you download any executable off that internet that isn't signed with a paid certificate. You can get around this warning by using our desktop app. Additionally, our desktop app has a sandbox mode that you can use to run games is a environment with restricted settings. https://itch.io/docs/itch/using/sandbox.html
To answer whether games are safe, in general, yes they are. But, keep in mind that anyone can publish a project page on itch.io. You should use the same discretion you use when downloading any program off the internet. If you think something is suspicious then don't download it and report it. We process reports daily and if we find anything malicious we instantly ban the page. Additionally, we run automated virus scanner on uploads behind the scenes and suspend accounts that are detected as distributing any kind of malware.