There’s little to no risk if you know what you’re doing.
Get a wire keycap puller like this one to make sure you don’t scratch the keycaps while taking them off.
An important thing to know is if your keyboard is hotswappable or not.
If it is, disassemble your keyboard and take out the PCB/plate assembly, use a switch puller to pull the switches out, then put your new switches in while supporting the hotswap sockets on the back side of your PCB with your finger while inserting the switch. It’s also a good idea to check if you have any bent pins on your switches, you can easily straighten them with your fingers or tweezers if they’re crooked. Just be gentle.
If it’s not hotswappable, you’re going to have to desolder the old switches, and solder in the new ones. Keyboard soldering is super simple, you just need a soldering iron, a pump and some solder wire. There’s tons of tutorials on Youtube for keyboard soldering specifically. Leaded solder is easier to work with so most people recommend getting that. And make sure to solder in a well ventilated room.
Keyboards are all preference. The whole “reds for gaming, blues for typing, browns are in-between” is nonsense spread by tech review Youtubers enough for it to become “the truth.”
Kailh Box clickies are great. So much nicer than Cherry Blues and clones IMO. The crisper click and better feel doesn’t come from tolerances, they just generate the tactility and click in a different way; by using a clickbar instead of a click jacket.
I love me a good clicky switch. It’s always a joy when I bring out my IBM Model M with buckling spring switches.