it is completely normal for people to over eat while stressing out. it's a good think that people eat while stressed, some people stress out and DONT EAT AT ALL. don't worry about what others think, especially your "friend", they are not your "friend" if they can say hurtful things like that.
No they arent safe to some extent, Yes, famous baseball players have taken steroids one of the reasons they may have been so good, and im not sure about a side affect, they may get addicted, then over use it, and that could have a side affect