Can i flash linux iso to my external HDD?

I’m about to flash a linux iso onto my HDD, but etcher gives me the following warning:

Drive Mydrive is unusually large for an SD card or USB stick.
Are you sure you want to flash this drive?

Would any problems arise if i flash my hdd instead of an SD/USB?

It’s just a warning that you can ignore if you’re willing to and know what you’re doing, just be sure that you’re not flashing the HDD where your current host OS lies on (which is one of the purposes of the warning, the other being not flashing external HDDs where people usually store other data like music, photos, etc.)