So this is a bit weird but I recently sold some crap to get a new acoustic  guitar and it's arriving in about 3 days and it won't be setup and I won't be able to get it setup either (despite being 18 my parents control my money and I have no say and they believe that spending 50 to set up a guitar is too much) and I'm wondering is there any danger to the guitar if I play it not set up? I'm used to playing high action so I doubt it will be too painful so I'm just worried about the guitar.
The guitar should be OK, but playing a badly-set up acoustic with light or medium strings can kill your enthusiasm for the instrument completely. I see set up cost as an essential and integral part of the purchase, unless you are DIY. You could do some reading up and have a go at it yourself, it isn't rocket science, and action height only needs some basic tools. Individual nut  height adjustemnt requires more specialised tools.
tony00237 In all honesty, it depends on the guitar. Some makers are better than others at shipping very playable instruments. I have two Epiphone EJ-200-SCE guitars which I've never had to touch. However, they are exceptions.

Epiphone claims their guitars are setup here in the US, before they're shipped to the dealer. That's the only company's guitars I've never had to touch. (As strange as likely everyone else here will think that claim is).

It most likely depends on the individual guitar as much as the brand.

The online dealer "Sweetwater" claims they go through every guitar before they ship it. I bought a Taylor 150e 12 string from them. Tragically, the action is way up on that gem, ATM.

So, hope for the best, that's all I got.
Last edited by Captaincranky at Jul 17, 2017,
Some guitars play just fine right out of the factory while others don't.  If a guitar doesn't feel good to play or buzzes that doesn't hurt the guitar it simply makes playing it less fun.   If you are happy to play the guitar before getting a setup that won't hurt the guitar.  If you like the way the guitar plays you could potentially avoid the setup altogether. 
Not taking any online orders.