I have a rattly pony and that is because her tail washer thing came undone, and then her tail pulled out.
Maybe try not to tug on her tail too hard. If nothing bad has happened to her this far, I doubt it will be a problem in the future.
The only thing that could be bad is if the metal part that is rattling around gets rusty. Then I think it would be a good thing to open her, or else she will get rust stains.