Not a problem, but it depends.
Mind that a room will drag around whatever's inside it, so if you're still moving rooms around a lot, and there is routing present, the traces in the shared area will probably get torn in different directions and you'll have to remember to patch them up.
Preferred is to wait until placement looks really good, then lock the rooms down (and most of the components, probably) and begin routing. Don't have to worry about rooms dragging everything out of whack, if you never drag them...
If you're not at expert level with regards to component placement, you'll want to do some back-and-forth, laying out local areas and shoving components as needed. Don't be afraid to rip up routing -- chances are you'll re-lay it in half the time the first round took, so it's not a huge cost in the grand scheme of things. (A bit Sisyphean, true...)
Remember to leave plenty of room, don't try to over-optimize a minuscule board. That way lies madness (not even exponentially, but
hyperbolically increasing effort!).
Is it okay to have some components outside a room generated from a hierarchical design?
I have a power led in one room that I want on a completely different area of the PCB.
DRC will flag this as a room containment violation. Pedantically, you should put it on another sheet, I suppose.
Tim