Well, things won't work right if you connect a phono RCA jack to a line-level RCA jack, or a consumer-level RCA jack to a pro-level RCA jack, or an analog audio XLR jack to an AES/EBU XLR jack, or a component video BNC jack to an audio S/PDIF BNC jack. So sometimes the same jack doesn't mean you can connect the two things—but I'm being pedantic only to avoid the potential for misunderstanding. But no, doing so shouldn't cause a fire and shouldn't make anything break, just things won't work.
Likewise, you should use the correct cable type (specifications), independent of the connection type. Sometimes it won't matter, or won't matter much, but sometimes it can negatively impact the signal if you use the incorrect cable type.
Likewise, you should use the correct cable type (specifications), independent of the connection type. Sometimes it won't matter, or won't matter much, but sometimes it can negatively impact the signal if you use the incorrect cable type.