I just set this up for my girlfriend and it seems to be very quiet. In order to get a comfortable but not very loud listening level I had to turn the volume up to -30 to -25. Below -40 and you can't hear anything. I have a yamaha reciever at home and I would say mine sounds the same at -60 volume as this one does at -30. Should I be worried. All the settings and connections are correct.
No there should not be a problem. Usually these receivers only incrementally raise volume up to about -11. After that they get very loud quickly and above zero you are risking some ear damage.