Pinging in and of itself is no danger. I guess it could conceivably be part of a denial of service attack, but I don't think it generally is.
On a windows based system launch a command prompt. This can be done by clicking START > Run > type CMD hit enter. At the C:\ prompt, type "Ping google.com" this will send out a tiny message to the google server, the google server will respond, saying "yep, I'm here, all's well, here's my address."
The tool can be used for other things, such as resolving a computer name to an address, but essentially this is waht it's used for. I use this frequently to determine the state of my WAN connection. If you can ping google.com and get a response you DO HAVE internet connection, with certain possible exceptions I won't go into.
This is an interesting convo to be having at cigarbid. 😉