Strap-ons are generally associated with lesbians and bisexual women - but they can add something to any relationship. Strap-ons can be used by men who have significant erectile dysfunction or who have experienced an injury/accident that damages their penis. They can also be used for double penetration. And, of course, strap-ons can be used by women on a man who enjoys anal. They have some advantages over dildos - the big one being that they keep the hands free for other stuff.
However, strap-ons are also complicated! And this can sometimes come with safety issues - and other issues.
First, it takes a while to get, uh, set up. Some people might find this kills the mood - others might find it increases the anticipation. If fiddling with straps before play is not for you, you might want to stick to regular dildos. (There are also "strapless" strap-ons where the dildo is secured within one of the wearer's orifices).
Second, yes, there are some safety issues with strap-ons - but this does not mean you should not use them.
First, lube. Make sure the lube you use is compatible with the material of the dildo attachment - never use silicone lube on silicone toys. You should use lube on the dildo and on the anus or vagina (With toys, it is not uncommon for women not to produce enough natural lubricant for comfort).
Second, make sure the harness fits correctly. There are two kinds of harness - thong style, which has one strap around the waist or hips and one between the legs, and jock style, which has straps around the waist and thighs. Which one is better is a personal decision - some people find one more comfortable than the other. Jock style provides extra support for the dildo, whilst thong style can give genital stimulation, especially to women. But most important is that it has to fit. If it is too tight, it can cut off circulation. If it is too loose, it can rub, causing discomfort and even injury. Make sure you know how to adjust all the straps, and practice walking around with the harness and dildo attached, especially if you are a women (Guys are used to things between their legs, after all). Always use a dildo that is compatible with the harness.
Finally, communicate with your partner. Because you can't feel what's going on with the prosthetic, you can hurt them without knowing it. Of course, this is one advantage of strap-ons - you have to talk, which improves intimate communication!