They are safe and okay to use, if you want notifications from 1. sites that support it and 2. if you trust the site for updates etc. They are similar to Notifications in Apps you use on Android and iOS.
If you do not want Notifications from the website, just Block it.
You can mange Site Notif. permissions in the Settings > Privacy & Security > under Permissions.
Learn more:
Web Push notifications in Firefox | Firefox Help
If you want full control over the website, just click the (i) in the left of the address bar to manage the site permissions.
Image: Firefox Quantum v59