You can install multiple desktop environments on the same Linux Mint installation, and that can work fine. But indeed you have to take care with what you are doing. If you install the full desktop environment, you also get all the basic applications that are part of that desktop environment. So suddenly, you will have two file managers in your menu, two text editors, two calculators, two terminals, and so on. Add a third desktop environment...
Most desktop environments get along fine. On Cinnamon, MATE, and Xfce you are already also using KDE programs and libraries (e.g., VLC). And the reverse is also true (e.g., Firefox is also installed on KDE despite it being a Gnome based program and using Gnome libraries).
Probably the way with the fewest risks is to just install the Linux Mint edition with the other desktop environment that you want, alongside your current Linux Mint installation. However, I get bored having to reboot
So I upgraded my computer to have some more RAM and use VirtualBox to run any other Linux Mint edition that I need (for helping on the forums; I need all) in a virtual machine. If I'm not sure about the impact of installing something, I also first try it out on VirtualBox. If I mess up a virtual machine, I can still use my computer as my Linux Mint installation isn't touched.