Actually, La Gruta Azzurra is not a dangerous attraction. It is a cavity on a huge rock on the Capri's cost. The entrance is a little hole that you have to go through to go in. Even though you are very close to the sea and you will cross the entrance by a little boat (just for two people), you will be accompanied by an expert, so the worse thing that can happen there is that you get wet or that you fall down into the water.
Once inside you will se that the external light bounces and illuminates the sea from the bottom. It is amazing!

Hope you really enjoy the trip!