Nope
I can be a bit bright initially as your eyes are partially dark adapted but the iris soon closes and no harm done. Remember, you look at it during the day with NO ill effects but your scope effectively gathers more light and concentrates it to your eye. If you want to use low powers for what ever reason you could invest in a variable polarising filter but, like a pair of sunnies, its not necessary, just makes life a bit more comfy. The problem of brightness will disappear as you increase the power and much lunar observing is at the higher end of the power range.
Keep looking up......