There is always a risk of bricking when flashing (especially if your computer freezes or loses the power in the middle of the process) so it's definitely not for the fainthearted. If you're not prepared to take that risk, don't try to flash the phone yourself - if you brick it (really brick it - i.e. the bootloader gets corrupted, or some of the internal HW firmwares gets messed up (like radio firmware); not brick it in the sense that it won't boot as that one is salvageable) you'll need a special hardware and to disassemble it to directly write to the HW firmware storage(s), which in the real world only a professional service can do (Nokia Care, for example). Also, some people reported (for other devices, tho) that Nokia refused to accept their warranties after they've flashed their devices by themselves...

That being said, I've flashed my N900 probably a hundred, and the N9 a good dozen times (including downgrades, using different product codes, complete refurbish with EMMC flashed as well, etc.) and not once have I bricked them unintentionally. The only device I've flashed and bricked in the process was my GF's old C7, but even then the boot loader or the rest of the hardware firmwares didn't get corrupted so a dead device reflash salvaged it quite easily. In the past 10 years, flashing and modifying all sorts of hardware, the only time I actually had to take the hardware to professional service was when I bircked my motherboard BIOS and the backup one refused to load - turned out that the backup EPROM chip was malfunctioning, had it worked correctly I would be able to salvage it by myself as well.

But yes, the risk is always there, and if you can't accept it - wait for the official update!