about the only things that made my editor/game crash after editing were:
1. write-protected files in the HoI2 folder. just right-click on the entire folder and select-deselect write protection once.
2. doing stuff without doing corresponding stuff. like giving provinces to nation A when nation B still has it as well.
Rule of Thumb: ALWAYS let the checks that are in the editor run over your changes! when there are errors reported by those, chances are good the game WILL crash.
3. Doing silly stuff. Putting a division on a seazone and the likes.
That said, the rule of thumb is really the most important one...when there are no errors reported, you can be almost sure your game will run.
and THAT said, with the amout of data in HoI2

D, it is virtually impossible to discount all possibilities that can potentially make the game crash...but if you follow the above 3 easy things, you should reduce those risks to a minimum
so, enjoy the editor!