That's because Mocha is not dangerous, Haxchi is not dangerous, what you may do with them could be (and you can brick even without a cfw)
Just stick to installing games, their updates, and dlc from trusted sources and you won't brick
(Most versions of wupinstaller block installing system titles anyway)
And avoid editing files with ftpiiu-everywhere without knowing what you're doing
That is all
To install titles with wupinstaller y-mod or wupinstaller gx2, create an "install" folder in the root of the SD, create inside "install" folders named after the titles (letters and numbers only, no accents or symbols), copy the contents (*.app, *.h3, title.tik, etc) to those folders, insert SD in console, and use those installers