The risk is low in most cases, though I would recommend going with a company that either you personally have dealt with previously or one that comes with a recommendation from a source you trust.
For instance, most registrars also sell certificates through this sort of reseller agreement, and you'll most likely get the same price or not much more from them.
A short while ago NameCheap were offering a free SSL cert with every new domain registration which is where I got my last couple. You might find that offer still on, or that other registrars are offering something similar.
There is no need to go with a firm you have any reason not to trust, given how many out there resell at more-or-less the same price.