While I wouldn't recommend eating one, Intel processors are manufactured to be RoHS-compliant, meaning they contain virtually no lead or mercury. They won't poison you, but they'd definitely cause...
It could be changed. P4 and Celeron D are using the same socket - 478 or LGA 775. You should check your motherboard's chipset compatibility for further info.
The Intel Pentium D uses the older, hotter, and slower NetBurst architecture of the Pentium 4. It would not be a good idea to invest in one for a new build. A Pentium Dual-Core would be faster, run...