The general advice is don’t run anything on the controller, only run it on agents, even if the agent is on the controller itself (ideally with a different user account so a job can’t access the controller config files and stuff).
Jobs generally don’t care though, they run on an agent, the the controller by default provides a built in agent, so it just runs there just fine.
If you are doing custom groovy code and using raw groovy classes and libraries (ex import java.io.File instead of writeFile/readFile in pipeline), that’ll run on the controller not the agent.
tl;dr you are probably fine, but hard to say without more info.