No, wear a wig is very usual now. Wig is just a decoration, like necklace, ring. It just to make you look good.
If you usually change your hair style, you can choose wigs, it won’t hurt your own hair.
If you have a little hair or no hair, you also can choose wigs.
You just need to wear a wig in a right way, and clean your wigs on time is okay.