That will safely remove the package and all associated configuration files, as well as any packages which were installed because that package was installed.
No other files will be touched.
The only time when running this would be "risky" is if you have manually installed other non-packaged software which depends on either the package or another package which was automatically installed at the same time. If you're not sure about this, then the answer is almost certainly "yes, go ahead and run the purge command".
If you want to be even safer, then just run
apt-get remove instead. If that's working fine, you can go-ahead and run
apt-get purge at a later time.