Just make sure your comfortable getting out of your pedals and practice without clipping in for a while first. I learned to ride rollers at work last winter (I work at the LBS) out in the open with no support. It took a little while to get it and I did ride off once or twice but now it's no big deal. They arn't as hard as everyone makes them out to be and I think many people approach them with more caution then they need to.
Just to be safe though....if your not riding in a doorway or next to some support, make sure there is a nice open space around you just in case you do fall over. It would be really bad to fall over and bang your head on a coffee table or something like that.