Considering only safety, there is not much hazard. There may be electrical wires inside the wall, so keep that in mind. You would not want to cut into a wire with your nail.
A better question is if it's a good idea, and that depends on what you are trying to do. If you want to put in a very small nail to hang something lightweight, like a small picture, you can do that. Drywall is not very strong, but it can carry a little weight. If you want to hold something heavier, you will need to find a stud (the vertical wooden boards that form the structure of the house). A nail put through the drywall into the stud will be able to carry considerable weight. Since you may someday wish to remove this nail, I would suggest you use an appropriate screw instead.
Keep the nail or fastener to a reasonable length (appx. 1" more than the drywall thickness )and you should be OK. You could also get an inexpensive electronic stud finder with electrical wiring sensor if so inclined.
Yes you would have to use glue like liquid nails!
It is safe to install panels of drywall on side walls by yourself. However, if you are installing drywall on the ceiling by yourself, you will need a drywall lift to assist you. Attempting to put drywall on the ceiling without a lift is extremely dangerous and difficult. Yes, it is safe to install drywall yourself. Make sure that you obtain any necessary permits and wear protective gear and supplies to prevent from inhaling any dust.
You can use drywall nails or drywall screws. I prefer the screws.
between the studs, drywall, and roof there are several thousand nails in any house
You can use drywall nails (ridged) or drywall screws. I am not a drywaller, but have done lots of it and prefer the screws.
You put post protectors in the drywall, and don't do it at the end of the drywall.
You can find out about how to repair your drywall at Popular Mechanic's website at http://www.popularmechanics.com/home/improvement/interior/1276947. You will need a drywall sheet, flexible knives, a compound, and the other basics like nails and screwdrivers.
I have found that drywall screws and roofing nails work remarkably well for this.
That is true,or else you will have a visible hump.
Sheet rock mud.
You want to put the tub in first.
The artificial nails are put over your real nails. your real nails will keep on growing the artificial nails will not grow.