Fan speed control is necessary for making components run cooler. It's also great being able to control the fan speed when the PC is making too much noise. When it comes to changing the fan speed, there are a lot of options available for those who desire maximum performance from their PC systems.

Is it safe to turn fan speed up?

It's 100% safe. The fans will last longer running at 100% since they are designed and tested that way.

Should I set my fan speed to auto?

You should leave it on auto. It will move up and down with temps, and is a much better option than just setting the fans at a certain speed. If the auto setting is not keeping things cool enough, then is when you apply a fan curve.