Yes. Unless you used a vacuum tool to purge the air out of the cooling system there is probably trapped air. Yes you can crack your heads if you run the car with trapped air pockets in the engine.
Pedro's coolant bleeding instructions worked pretty well for me when I replaced a radiator a few years ago:
http://www.pedrosgarage.com/Site_3/Install_3rd_Radiator_%26_Coolant_System_Bleeding_I nstructions.html