Hypnosis is as natural and as safe as daydreaming on your couch at home or sitting on a beach staring out at the water.
While in the state of Hypnosis you are able to tune out most of the stimuli around you, much the same as you would do with a great book or a movie that has you on the edge of your seat. While in hypnosis, you feel extreme physical relaxation, yet become mentally focused and open to suggestion, that's why people are able to act out and play on stage.
People in hypnosis are not under some magical or evil spell. In fact every subject is able to say no to any suggestion given, or simply waking up and walking away completely out of hypnosis all on their own.