Which is to say get a competent coach or record every compound lift you do and form check the videos. You may think you are doing a lift correctly, but you're rounding out or whatever. It's very hard to tell without that extra evidence. Done correctly powerlifting is about as safe as strenuous physical activity gets, but with bad form you will ruin your knees, your back, and who knows what else.
If you are doing SL 5x5 correctly you don't need coach because you start with an empty bar. What you should do is to read and watch tutorials on how to perform each lift correctly. Then as your progress you can do some recordings to check your form, but there is no need to out source that stuff. Just take things slow.
Only time someone starting has had issues with form is when they rush things. Either they don't start with empty bar and progressively add weight each week and they jump to higher weights or they rush the setup.
When I started I just watched videos of the lifts I was about to make on Youtube and started with empty bar. Now 2 years later I've obviously progressed to programs that better suite me, but I've had no issues. I have no doubt that my form isn't 100% perfect, but seeing the clients of the personal trainers at my gym my form is way better than average and it is completely because I have a check list in my mind for each lift.
Off topic: while I'm writing about SL 5x5 the biggest issue I had with the program was squatting every day. I was fat when I started so even low bar weight made my knees hurt and it put me off on squatting for months, but now with reduced squatting (once per week) I have no issues squatting even heavier weights.
However, plenty of people with sedentary lifestyles, which includes many who will read this, will have mobility issues that they may not be aware of without coaching. Sure nobody is going to do major damage with the empty bar, but the bar doesn't stay empty.
That said when I say coach I don't mean some random "functional fitness" type that a chain gym will push on you. I mean a powerlifting coach, ideally one who trains people for competition.
Yes it’s great to start at the gym and get used to that environment. But yes form is very important and you should not progress in weight if all your reps are not 100% ok. This is NOT emphasized in the program but it should be. It’s easy especially on squat and deadlift to progress quickly with bad form. And then you get injured...