Hi, I'm new to GOG and I want to play my steam games at Gog galaxy. The first time I tried to import folders there was a warning that said something like "there might be overwriting of files on the detected folders" and so I didn't go ahead.

Is it ok to do this?

Only with Galaxy 2.0 (currently in beta) it will be possible to launch your Steam games directly from Galaxy.
The "Import" option is only for games installed via the offline installers from GOG, or if you moved your GOG games to another drive/folder (repair might necessary in this case too).

Thanks for the answer, I hope we don't wait much for the update. Steam screwed up badly so I don't want to use it.