Possible consequences of forced shut down System specs:

  Model Name:   MacBook Pro
  Model Identifier: MacBookPro14,3
  Processor Name:   Intel Core i7
  Processor Speed:  2,9 GHz
  Number of Processors: 1
  Total Number of Cores:    4
  L2 Cache (per Core):  256 KB
  L3 Cache: 8 MB
  Memory:   16 GB
  System Version:   macOS 10.13.4 (17E202)
  Kernel Version:   Darwin 17.5.0


After I chose "Shut down" from the Apple menu, my apps started closing (as usual), the screen went black and only a frozen mouse cursor (arrow) remained. I waited a little bit and tried to move the arrow without success. Since I had to leave I forced shut down by keeping the Power button pressed for a few seconds. 

I've experienced a lot of lock-ups in Windows, and I had to force shutdown many times. Over time, the system became more and more unstable, until I had enough of that crap and decided to migrate to Mac. I've never experienced a single lock-up until today. Could the forced shutdown have consequences on the stability of my OS?
At boot time a file consistency check is performed, usually a quick check to see if the filesystem was unmounted cleanly. If the filesystem is dirty (not unmounted cleanly) then some form of fsck is performed. fsck attempts to fix filesystem metadata not a files actual data. So, there is always the potential for data loss. fsck will not fix some inconsistencies and at some point a filesystem can become inconsistent and cannot be repaired. So, it is best to avoid hard shutdowns though the filesystem is not fragile.