Gluten in itself is not harmful or dangerous, but certain people can't digest it and thus have a reaction to it.
This can certainly be harmful for them. Traditionally, this is known as Celiac disease, and these people should definitely avoid gluten.
More recently, many more people are becoming sensitive or somewhat intolerant to gluten (though I'm not really sure if it's gluten per se, or less than ideal digestive systems generally combined with the out of control processing of grains that gluten is in, particularly wheat.
Either way, I think many people can feel significantly better by reducing their intake of refined grains, particularly wheat (which tends to be the most highly processed) and generally go towards more gluten-free food especially when eating out. I myself, have gone in this direction, and do generally feel a bit better with gluten-free meals. Though as mentioned, I'm not sure whether this is due to the gluten itself, or other factors.
As always, trying to eat foods in their 'natural state' as much as possible is ideal.