There is no risk in setting up a bridge, only in setting up an exit node. When setting up an exit node, sites see your IP as the source of traffic. If you're just setting up a bridge or a normal non-exit relay, then no sites see your IP involved in the traffic, and you have no way of seeing what traffic you are forwarding on.
It's safe to be an entrance into the network, but it can be dangerous to be the exit, as you sometimes get blamed for the traffic.
You don't need a beefy network connection to run a useful Tor non-exit relay, either. As long as you have a machine that's on 24/7, and can spare at least 20KB/sec in both directions, running a Tor relay is just a nice and charitable thing to do, with zero risk.
It's safe to be an entrance into the network, but it can be dangerous to be the exit, as you sometimes get blamed for the traffic.