It's fine.

Winchester has a three position safety. Forward is the fire position, middle is safe position but allows the bolt to be cycled while in safe mode to allow you to unload it or remove the bolt, and all the way back is the other safe mode but does lock the bolt closed just in case you drop it while hunting the bolt won't open.

Winchester tells you to put the safety in the middle position to cover their butts just in case you are dumb enough to have a live round in the chamber when you remove and / or replace the bolt.

It's not going to hurt the gun at all if the safety is forward. Just make sure there is not a live round in the chamber so you don't shoot yourself or someone else.[&:][8D]