Is having gas a bad thing? Is it dangerous? Is it a sign of anything bad?

Not normally. Anytime you swallow food you eat air that must go somewhere.Unless you belch it out, it travels through your gut and adds to the gas made by germs. These germs produce it when they digest what is left in your poo. If you drink milk, and are lactose intolerant, there is added lactose the germs can eat and make extra gas.It can signal some issues like the lactise thing, but most times its normal.
No. It's normal. The bacteria in your gut are happy and growing. They produce some essential vitamins & minerals for you.