As mentioned in the comment - file naming is always handled by the OS and not the underlying server software. Linux supports a wide-variety of characters for file naming so I will skip listing what it supports since it's googleable.
As for your question - are there any pitfalls in naming the files - if the OS can understand the characters and save the file then there are no pitfalls, from the OS POV. As from your POV - it depends. If you want to auto-increment a number and save file under that name then just make sure you don't overwrite something. Good practice is not to stick too many files in a directory. Reason for that is that at some point you will ls
it and you don't want to see 10 000 files listed (or more).