Can it hurt to get a baby tooth pulled out if its not loose?

Depends: It depends upon why it needs to be pulled in the 1st place. If there is not enough room it may be helpful in the short run... But just to pull a tooth for no reason can cause crowding problems later. Talk with your dentist about the pros and cons of removing a baby tooth for your child.

Not really: Typically over retained baby teeth in adults have minimal roots. You still need to get numbed however, i would expect minimal post operative pain.