A pigtail is a short (6-7 inch long) wire that is fastened to a switch or outlet. The other end is connected to the incoming wire(s). Used when you have to connect an outlet/switch wire to 2 or more other wires.
Not only is it safe, but it is common and preferred for the first (non-GFCI) and middle outlets. Major problem - no. The major problem is putting 2 wires under one screw.