Is it safe? Or should we make the food comes to room temperature and then heat it?
It is perfectly safe to cook food right from the refrigerator. In fact, that's the safest approach to avoid having your food spend excess time in the "Danger Zone":
Leaving food out too long at room temperature can cause bacteria (such as Staphylococcus aureus, Salmonella Enteritidis, Escherichia coli O157:H7, and Campylobacter) to grow to dangerous levels that can cause illness. Bacteria grow most rapidly in the range of temperatures between 40 °F [4 °C] and 140 °F[60 °C], doubling in number in as little as 20 minutes. This range of temperatures is often called the "Danger Zone."
There is a hard limit on how long food can remain in the Danger Zone:
Never leave food out of refrigeration over 2 hours. If the temperature is above 90 °F, food should not be left out more than 1 hour.
And be aware that time spent in the danger zone is cumulative. So, for example, suppose you go to the market and buy some meat and it takes you an hour to finish your shopping and get home, where you then put the meat in the refrigerator. Now when you take that meat out later to cook it, it can only spend a maximum of one hour at room temperature. (Or if the temperature is over 90 °F[32 °C], it has no time left and you need to cook it immediately.)
I agree that it is dangerous, but a famous chef made the comment that he allows his steaks to come to room temperature because if the steak is cold and put into a hot pan the meat will seize up and become tough. I think the bacteria tend to grow on the surface of the meat more and that is the part that is in extreme temperature.
Chopped meats, because they are exposed to air when going through the grinder, are a greater danger to you and should be cooked more thoroughly than steak.