Risky, yes because dialogue doesn't address the reader but another character. It's harder to shade or focus -- the character must speak in its own voice, about its own topic. If the dialogue is good the utterance will contain conflict, but you need to give the reader time to understand what the conflict
is. Lastly, dialogue must hook faster than narrative: with narrative you have two or three paragraphs to sink the barb; with dialogue it's two or three sentences. It's risky but it can be interesting.
Example: Emma has decided to ask her husband Johnny for a divorce. The triggering event is when she broke his golf trophy and realised that she was glad. She's decided that she doesn't want to live in a relationship like that.
Here's a narrative version:
Feather duster in hand, I stared at the ruins of Johnny's broken golf-trophy on the hearth and realised with a growing sense of wonder that I wanted a divorce.
Here's a rough-cut at a dialogue version:
'Em, have you seen my bowling-cap?'
Johnny's voice came from the bedroom. With legs curled up on the TV-lounge, I watched a skinny, suited man easing himself into a bathtub of baked beans and didn't reply. My toes were clenched.
'Em?'
Johnny came out in his Wednesday-night attire: a short-sleeved shirt and matching trousers in powder-blue. The colour reminded me of public lavatories. His hair was still slicked back from his shower. His body still steamed and he smelled of cinnamon.
'My bowling-cap, love. Have you seen it?'
'On the mantle' I said to the baked-beans man.
He blinked at me, looked at the mantle and did a double-take.
'Where's my bloody golf trophy!'
'Stay in tonight.'
'My bloody golf trophy -- where is it?'
'Just once, Johnny.'
I like the dialogue version better because it starts
in medias res, but you can see how indirect it has to be to hook. A line like 'Johnny, I broke your golf trophy' just wouldn't have worked as an opener.