There are easy to follow instructions on the safes - if there isn't, call the front desk. You create your own code - so don't forget your code.
We use it to put our laptop/camera/wallet/stuff in when we are going to be at the pool and don't want to bring all that stuff with us. We've never had a problem. Even in Hawaii where the particular hotel we were staying in was supposed to have a problem with maids stealing. They don't know the code, so as long as you do it right you should be fine.
Anyway - we try not to bring anything with us when we travel that would really break our heart if it were to get stolen (or lost)... but there is always the camera... you don't want to swim or go surfing with your camera but you can't just leave it laying around, either... so the safe comes in handy.
Some people leave their stuff in the rental cars - bad idea. Rental cars are easy to spot for thieves and these days they have some pretty sneaky ways of getting into them. Never leave anything you value in a rental car - ever.