Is it OK? Sure. Just be fully aware that shipped eggs can have a less than 50% hatch rate and they require special handling. That being said, if you do your homework as you are doing, and make sure that your bator is set up properly with independent and calibrated instruments, you have just as good a shot at a 'reasonable' hatch as anyone else. I strongly recommend that you run your incubator for several days empty so that you can tweak it to where you want it.
This is all IMHO, of course, but I would invest in a forced air incubator with a turner that holds the eggs upright. This is important for shipped eggs especially because, as you will find out, they can arrive to you with detached and slippery air cells that benefit from being incubated upright. Hold the eggs out of the incubator for at least 24 hours, fat end up, and resting cool and quiet to settle everything down.
This incubation thing is can be heartbreaking, frustrating and downright depressing. It also can and will be exhilarating, delightful and very, very rewarding. Just get your 'ducks' in a row before beginning and don't panic. Reach out if you get into trouble, there are lots and lots of folks here who are very experienced and always happy to help.
Try local first. Even if they dont have the breed that you absolutely 'love', just to get your feet wet. You can always sell the chicks if you dont want them but at least you haven't invested too deeply the first time around.
Oh, and BTW, you will become addicted, so just be aware