Hmm, nope. Go right ahead. That is of course, assuming you only plan to fight the Dissolutions. And unless you're gonna go ala Monster Hunter, then the best you're gonna be taking out are some low level, simple-minded NPCS.

Pretty much, it's up to you if you want the risk. If you die, you have to wait one full day before logging back into Deep Ground; the system won't allow you access back in otherwise.