I think it's great how littles want to manipulate all the fascinating grown-up stuff they see – my grandson was/is a lot like this, too.
Your son is not too likely to harm himself, unless he's putting them in his mouth (many plastics have undesirable ingredients, as we've all been hearing). Or unless he's running around with them in hand.
But he could scratch the DVDs. If you ever get any promotional ones in the mail, set these aside as a dedicated set for play. A couple of used ones from a thrift shop is another option. And this is a great opportunity to begin to show him how to handle items with care, without having to worry whether his fine motor skills quite allow success yet.
Lots of toddlers also enjoy anything that has buttons on it; an uplugged adding machine or computer keyboard, a dead cell phone. This appears to be so much more satisfying than a specially-molded, highly-colored "kid" version for many children.