It can be worked safely if you follow necessary precautions, but unless you are familiar with those, better follow the disclaimer and "do not try this at home".
The main issue is that capacitors keep their charge after unplugging, so you might have some that are still dangerously charged.
I remember when opening old CRT TVs they had a big notice inside about discharging them before servicing some parts of the circuit.
Especially the first one saved me more than a dozen times at this point. Yay for required-by-law GFCI on the house-level.
I also do recommend to get some Schuko (CEE 7/3 and CEE7/4) or UK plugs and sockets, even if you're in the US just so you can avoid the safety nightmare that is the US plug. (Thuogh I'm not sure if you can do them as permanent installs in the US... they're still neat for lab equipment)
edit: you should have respect for anything about 50V or so, after that point it can be quite dangerous. 120V is way above where i start using safety equipment.
But yes, working with codes and guidelines is the best option here.
In many ways mains power would be safer if there was no ground, and a lot cheaper. However a couple failure cases are even worse without ground, and they are the type you only find out about when somebody dies. Thus we put ground in houses.
edit: also, in case you put two hands in a device, it won't matter much if it's on the other side of an isolating transformer or not. The GFCI might not trigger in this case.
That was my point.
The only reasonable advice is to not even touch the stuff unless you’re an expert with plenty of training. Especially since there’s nothing to be gained except satisfying a useless curiosity.
I will gladly touch stuff to change my lightbulb, I'm not gonna consult an expert for that. Or swapping fuses and other, similarly, simple procedures that are reasonably safe if you are "just careful".
Useless curiosity is where the majority of human progress comes from.
Playing with HV can be fun, just build fly swatter-level inverters instead of using a transformer/capacitors big enough to kill you.
A CCFL inverter from an LCD screen is a good start, you can light neon bulbs and gets ozone
This thread serves as a great example of why it's not a good idea to plaster dire warning labels all over everything on the planet "just to be safe." When everything is dangerous, nothing is.
The issue is that it's a lot easier to build or buy a kilovolt power supply that doesn't have adequate current limiting than one that does. And even one that has it in theory may not have it in practice — that big capacitor across the output? Make sure it isn't just wired directly to the output terminals, because its ESR sure as hell isn't going to be adequate current limiting.
So I think it's reasonable to be wary of kilovolt circuits. Dying is easy, but you only get to try it once.
While van de Graaff generators are indeed relatively affordable, and indeed some even cost less than US$200, a working microwave oven costs US$60, and a broken one can be had for under US$10. Furthermore, a safe van de Graaff generator is not actually capable of supplying enough current at the high voltage to operate a vacuum tube, while a deadly microwave-oven transformer is; and there are orders of magnitude more microwave ovens available.