no, you will burn....

na. did you buy it like that? as if so then it will be fine

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You can.

But be careful about humidity, because the finish on guitars protects it from moisture damage.
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it will turn brown really quickly, when unfinished dirty sticks to the wood and it looks really dirty, i personally like the grungey look unfinished guitars get
I wouldn't. Okay, it is no mechanical problem but the wood will stain from being handled and look 'grubby' rather than nicely aged. Some woods can be oiled rather than coated and that can give enough protection whilst retaining a certain raw charm. I'm not sure if Ash is one of those woods, though. I expect someone else will advise best on that point.
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