Is it risky to use breast pads?

No. Nursing pads help you keep your clothing dry when milk leaks between feedsl. You can find disposable or re-usable pads. Change them as soon as they become moist to avoid your nipples becoming sore or infected. If they ever "stick" to your nipples try not to pull them off as you can irritate your skin, try a warm wet cloth instead.
No. There are no risks to breast pads, feel free to use them.
No. Breast pads are not risky, if they are not allowed to build up germs such as yeast or bacteria. That means pads that don't have plastic backing may "breathe" and dry quicker, avoiding germ growth. Changing the pads frequently should help avoid germ growth also.