Changing my Home icons Apple makes it rather hard to change things like the system font and icons for the home folder. And while I understand the problems that can occur when the system font is changed; is changing your icons (for Documents, Music, Home, etc) truly dangerous?

Mostly, I ask this question because El Capitan has made a normally simple process into something complex, annoying, and somewhat confusing. If changing my icons was truly harmless, why is it protected up System Integrity Protection [SIP]?
Dangerous? No. But it could wind up being wasted time when you at some point you update your OS and the settings you made get reverted back to the system default; that depends on what icon you changed.

Of course, we're not talking about a lot of time spent on changing an icon here, so I'd say go for it! I actually changed my Documents directory icon 8+ years ago, and it was still the same when I retired that MacBook earlier this year, after several OS upgrades. Some changes will stick longer than others!