It is even more fun (and more useful !) to practice. Krav Maga is a simple and very effective self-defence and close combat method, based on the spontaneous responses of the human body. What these guys do is not very advanced, you can start most of these techniques relatively quickly. It will make you much more self-confident. If you're correctly supervised, it's pretty safe.
If you like watching this, take a look at Roy Elghanayan, an Israeli master mixing Krav Maga and Jiu Jitsu :