While it's always wise to give your toy a quick once-over before use, chipping is actually pretty unlikely. The glass used in toys is pretty durable, and it usually takes a fall from a height onto a hard surface to break one, and then it'll almost certainly break into pieces, rather than chip.
Give it an inspection before use, but I wouldn't worry about it much. I got one to chip after heating it red-hot and cooling it in water, but dropping it onto concrete from 12ft and hitting it with a hammer didn't phase it. Do give your toy a very good inspection when you get it, because manufacturing defects can happen and are the most likely "chip" candidates (especially look at the joints between different bits of glass).