Aside from the potential havoc caused by strong magnetic and gravitational fields, the biggest danger about going to warp within a star system is just the higher possibility of collision with other objects. Aside from planets, moons, and asteroids, there's also various space stations and other ships to contend with. Even at warp one, a ship only has less than a half second to avoid hitting something that accidentally wanders into its flight path from 100,000 kilometers away. You need as much open space as possible in order to maneuver away from something that close at warp speed, IMO...
I think for safety reasons, ships don't usually go to warp within a system, but that doesn't mean that they can't in an absolute emergency. It's just very risky or a generally unsafe practice.
But then again, Kirk used took the Enterprise-A out of Spacedock One at one-quarter impulse power, which is a pretty dangerous velocity when you consider it was within an enclosed structure with other parked starships inside...
Free your mind, and the rest will follow.