I don't believe your question can be answered with a simple yes/no. The answer is most likely "it depends" on whether or not you have any important data on your machine that you don't want deleted. For a better understanding of what each category includes, this Microsoft article and Seven Forum tutorial may help you decide what to delete. Delete files using Disk Cleanup Disk Cleanup - Open and Use
There are no specific warnings not to delete something so it's pretty much what each user decides on. FWIW, the one area of concern might be your system restore points. You may not want to delete all but the most recent one. Again, that's personal preference. But before using disk cleanup I'd recommend making a new restore point just in case you realize something was deleted that you needed. Better yet, a system image.