Mine was showing interest in food around 4 months, but I'm glad I waited until 6. even though she looked ready to me, the difference between my 4 month old and 6 month old was substantial. The way I see it there are no risks to waiting until 6 months, but there may be risks to starting too early - choking, allergies, digestive issues, etc.
We started giving her very small tastings of fruit at 5 months: apples, bananas. She was sitting up by her own then. Then officially started at 6 months with more fruits and veggies.
The main reason for waiting till they can sit themselves is choking. They don't have to fully be able to sit upright totally unaided but do need to be able to sit upright in the high chair so if something moves to the back of their mouths they're able to cough and gag it out and it doesn't fall back in to the air way. Also as Melissa said with risks, there is more chance of developing allergies and digestive issues the earlier you start. Remember before 6 months everything should be fully sterilised and there are some food groups to avoid. My son kept trying to steal my food around 4m so I caved around 5m when he could manage short periods in high chair and he just had a couple mouthfuls of fruit puree a day but mostly he just had a few minutes exploring and playing with it on his tray and splashing it around everywhere 😂
I started mine on solids/puree’s about 2-3 weeks ago (he’s 6 months tomorrow) he can’t really sit up on his own but meets all other markers that our doctor said. I think it’s really just personal preference as well, some start at 4 months others start at 6 or even later.