The Harrowing is such a fun module, and I would say go for it and let it be crazy! There will be a lot to keep track of as a new GM, but just make sure you read through the whole thing first and are familiar with the main NPCs.
While the players can fight everyone to win, the colorful NPCs are way more fun to roleplay with. Try to give the players multiple opportunities to negotiate with the NPCs before letting fights break out. Have NPCs surrender and offer interesting deals.