Is acupuncture safe to do?

Yes. Very safe! there is little bleeding due to needle diameter. There is little infection because needle cored is not hollow - won't drag in skin and bacteria. Lung puncture is avoided by wodging the skin & oblique needle placement. Internal organ contact is prevented by inserting to depths dictated in traditional chinese medicine. But it you faint at the sight of a needle - tell the provider.
Yes. Very Safe! Acupuncture is very safe. Practitioners are trained to evaluate for risks associated with deep needling near the lungs and blood vessels. Japanese Acupuncture tends to use much shallower insertions compared to TCM acupuncture or Dry Needling.