It's not bad, as long as you don't just take the cutters to them when it's tuned up. Tune it down first.
Having a Floyd doesn't necessarily change things, but it's much easier if you wedge something between the bridge and the body to keep it from pulling back. Their website has some great, detailed instructions for it.
It´s generally just easiest w/ the 3 aforementioned bridge styles to change the strings 1 by 1, but even if you don´t the worst thing that can happen is that you may have to tweak the setup again.
i always do it one by one. on my strat i have the bridge set floating so if i take them all out at once, itll slap flush against the body and the holes dont line up with the black plate. with my hardtail, it doesnt really matter but i do it 1 by 1 out of habbit.