The /dev/random interface is considered a legacy interface, and /dev/urandom is preferred and sufficient in all use cases, with the exception of applications which require randomness during early boot time; for these applications, getrandom(2) must be used instead, because it will block until the entropy pool is initialized.
And only Linux has /dev/urandom.
The one and only danger is during the machine's boot process, because while /dev/random and /dev/urandom use the same data:
* on linux /dev/random has a silly and unfounded entropy estimator and will block at arbitrary points (used to be a fad at some point, but cryptographers have sworn off it e.g. Yarrow had an entropy estimator but Fortuna dropped it)
* also on linux, /dev/urandom never blocks at all, which includes a cold start, which can be problematic as that's the one point where the device might not be seeded and return extremely poor data
In fact the second point is the sole difference between getrandom(2) and /dev/urandom.
If you're in a steady state scenario (not at the machine boot where the cold start entropy problem exists) "just use urandom" is the recommendation of pretty much everyone: tptacek, djb, etc…
https://www.2uo.de/myths-about-urandom/
https://sockpuppet.org/blog/2014/02/25/safely-generate-rando...
http://blog.cr.yp.to/20140205-entropy.html (see bottom of page)
AFAIK, there's another important difference: getrandom(2) doesn't use a file descriptor (so it'll work even if you're out of file descriptors, or in other situations where having an open fd is inconvenient), and it doesn't need access to a /dev directory with the urandom device.
(Note, that's from 2014; today I would recommend getrandom() instead.)