Xanthan is in almost every gluten-free baking mix my celiac kid uses for her occasional baking, and we have never had any problem with it. It is forbidden on some other diets, though, like the GAPS or the SCD, but these diets are concerned with leaky gut issues, and if you are baking at all, this isn't your concern, though. There is probably some person on the planet allergic to it, just like everything else, but I think you are good to go.
I do not have the gluten-free baking experience to tell you what to substite for it, though, if you decide not to use it.
I have a mantra that I have spouted for years... "If I eat right, I feel right. If I feel right, I exercise right. If I exercise right, I think right. If I think right, I eat right..." Phil-SC