Anything done incorrectly can be dangerous. By going through Foundations, you are learning the correct way to move and approach workouts. Once in classes you are under the watchful eye of a Coach whose sole purpose is to push you outside your comfort zone while maintaining a safe environment. CrossFit done correctly is not dangerous.
To get nerdy on the numbers; running, yoga and the traditional gym are among the top injury producing fitness uses. CrossFit does not even make the top 250 at .04 injuries for every 1000 hours trained. In other words, risk of injury is REALY, REALLY LOW.