If you use correctly the condom you should never got a problem....
But for total security, we recommand you to have light during intercourse to be able to see a tear! It occur rarely but it occur, especially if you do not have experience with condom.
The most dangerous is this kind of tear which can be cause by the intra-uterine contraceptive device or the nails... You should discover such tear before orgasm...
Less dangerous is not on the head of penis because more easy to see! You should discover such tear before orgasm...
Nearly not dangerous because you will feel the problem directly.