No concerns, friend. It won't affect any current content in any channel_data rows. When you add a new field to a field group, EE adds two new columns that look like this:
and don't worry about field_ft_#, It's basically always set to "none" (I think it's a deprecated column but still lives their for compatability, I've never seen it set to anything else). Now for field_id_#, the stored value for that field for any particular column row is defaulted to empty string. However, you won't destroy any data in any other column. That would make ExpressEngine a terrible CMS :P
Concerned still? Backup your database before you add to the field group, but you'll be wasting your time (I assume you are EE version 2+, I don't know anything about EE 1.X).