Whey protein is as safe as milk, cheese, paneer or any regular stuff. Sometimes the protein demand of body is not able to meet through food and for this purpose only great body builders and even regular people who are fitness freaks use whey protein.
Whey protein is made from milk by separating the fats, carbs and other nutrients to get clean protein. It is then converted into powder form. Whey proteins come in various flavors nowdays.
People before buying whey protein must make sure that they buy it from a trusted source so that they can get the best quality protein as in India a lot of artificial traders sell cheap quality whey.