No, except you are doing it too often or suffer heart or brain illnesses making yourself faint is harmless. However, it's not recommended because there's no benefit from doing it, but some methods can be dangerous.
Never use ropes or other things to choke yourself, it's extreme dangerous!
Be sure you are standing on the soft place (grass / sand / snow / large mat) and there are no obstacles in any direction before trying to make yourself faint! Unconsciousness will drop you suddenly without any chance to break the uncontrollable fall. It's better don't rely on a friend to catch you.
It's better to avoid methods including choking/pressing arteries in the necks at all.