Not dangerous, just need your wits about you not to short the 12v supply lead onto any thing - the one you're fabricating and using to supply 12v to the coil for the test. Hence the suggestion to use alligator clips on either the battery or even both ends.

While you test, you'll still need to use the key to engage the starter (does it sound slow?) but the way to shut the engine off is to either remove 12v from the coil or stall it down if it is a manual because it will keep running with the key off otherwise.

Now you all know how thieves used to bypass your kill switches, unless you got a bit serious with their design.