If you don't know what you're doing you can massively weaken security, there's a curated app store for a reason, a lot of people sideload apps or use fake stores to install apps and give them root permissions and that is dangerous.
If you break the phone you won't be covered by the warranty either, I'd say only do it if you're technical enough to know the implications and know why you're doing it as well, what specific apps do you want to install that you can't get from the app store.