Is it safe to kill your own ghost?

I think so. I assume you had already died at least once with your current character name, otherwise this doesn't make sense.

As indicated in the wiki, ghosts in special rooms (in this instance, a graveyard) have a 1 in 7 chance to spawn with your name.

Background: There is a False Rumor (link can be considered rather spoilery) stating "Meeting your own ghost decreases your luck considerably!", which, I imagine, is the source of your question.

FYI: The Rumors files are the source of messages in Fortune Cookies, dust on the floor, and the messages of the Knight & Rogue Quest Artifacts. The Oracle's Minor Consultations come only out of the True Rumors file.

For all game-mechanic purposes a ghost with the current character's name or a ghost/zombie/mummy/wraith/vampire/green-slime with the name of a former character has no special significance.

At best they can be a sign-post indicating the existence a bones pile.

Possibly they can be a warning if you remember what originally killed that character, but given how slowly a ghost moves, you've probably already dealt with it....

At very worst (perception wise), if you play with Class-specific Character names (i.e all your Wizards are named Merlin or Gandalf) then this ghost named Gandalf (or whatever) would more likely be guarding a bones pile that includes a Cursed Magicbane, but this would be true of any ghost of a former wizard, regardless of your personal naming preferences.

But these situations are more about the Player's experience than having any real affect on the Character.