Sometimes chicken giblets are wrapped inside a plastic bag which can melt when cooking the chicken so it's best to check for the chicken giblets inside a plastic bag before cooking the chicken.
If you do cook the chicken with the chicken giblets inside then the plastic can melt which might make you sick if you eat the chicken giblets after the plastic melts.
So check for the chicken giblets before cooking the chicken to avoid melting the plastic.
The plastic that the chicken giblets are in could start smelling when it melts in the roaster or oven so I would recommend removing the chicken giblets before cooking the chicken.
If the chicken giblets are in paper then it won't pose a health risk other than burning the paper.