It depends on the pin. Those big "quilting pins" are a big no, no! Fine glass head or patchwork pins, sure, I run over them.
As a sewing machine mechanic, the one thing that I would love to convince people of is to throw those big quilting pins away. When you run over those, you might break a needle. But the real damage is to the hook, down inside the bobbin area. It can put a nasty burr on the tip, or even break the tip right off.