Not only can she be hurt, but it just may ruin the relationship between you. As she becomes more tamed, and learns about the house, she will return to her home when tired or hungry. Some birds can mimic sounds. Start off by simple short whistled notes or words. At first, she may sound raspy when trying to make that sound, but gradually she'll be more and more clear.
Many birds are sociable, especially when caged alone.
When sharing a cage with another, they will transfer the need for companionship to that bird, making it harder to tame them. But, if you do have only one bird, or in a separate cage, make sure you give her daily attention. A lonely bird will become agitated, noisy and maybe destructive. She will get lost. She is not accustomed to the outdoors and will die.