Some of the intermediate and advanced features can break your site if they conflict with another plugin or theme on your site. Some of these advanced features may not work correctly on your site if your hosting provider’s configuration doesn’t support it also.
So a good strategy is to get started by enabling just some of the basic security features in the plugin. Then use the plugin for a few weeks to see how you go. Once you feel more comfortable with the plugin, you can start to think about using the intermediate or advanced features.
It is very important to backup your site before you activate an intermediate or advanced feature.
If you have activated a feature and something went wrong, deactivate the plugin and then reset your htaccess file to get your site back to a sane state. You can also restore your site from a backup.