Firewire is meant to be 'hot-pluggable', meaning that you should be able to plug and unplug devices with a firewire interface whenever you want without issue. This is true-er for DV cameras than for firewire hard drives, and data corruption (and the like) can occur if you unplug it from the computer when it is transferring data, etc.
While there should be no problems, you can always be safe by plugging-in you camera via firewire and turning it on before powering on your computer.