While I've never tried a glass toy, I would really like to.
As previously mentioned, they are generally tempered and treated to be particularly strong, and won't break with typical and judicious use.
The biggest precautions are to be gentle during use, as rigid materials can injure you more than soft ones if you are rough... And to check the surface of the toy for cracks or chips before use. Otherwise, they're very safe. I hope to invest quite soon, myself.