Short answer is YES! but there is cases where people do get injuries using sex toys.
You will come across articles regarding horror stories where people admitted to hospital for surgically removal of sex toys. That is extreme cases.
Always follow instructions and if it hurts DONT DO IT! something is wrong there if its painful, unless its a nice pain the go ahead.
Always use a premium lube like swiss navy, PlayOn, ANAL Glide, Pjur or wett stuff. Silicone toys can absorb lube more then you think so always add extra lube when playing with toys.
Rules of thumb, always use a good anal lube when stick anything up your butt. Your body do not produce natural lubricant in that area and it gets dry real quick as your body also absorbed some of the lube.
A large number of manufacturers start to introduce medical grade silicone and anti bacterial silicone surface on sex toys skins so cleaning and storing is easier and safer.
To care for your sex toys, always wash after use with an anti bacterial soap under running water then dry with a paper towel. Always use a toy anti bacterial spray, leave it air dry then store.