Absolutely! First, if it’s a regular Bic lighter, don’t let it burn for too long. As it gets hotter and hotter, it can either give you a light/medium scorch or even burst in your hand as their plastic isn’t too thick.
Second, make sure there’s enough distance between the flame and your fingers. This is why more advanced lighters allow changing angles, etc.
Also, never leave it unsupervised or exposed to the sunlight. Unless it’s made of solid metal, a ‘preheated’ lighter is really dangerous and must be cooled off before usage.