Of course you wont get in trouble, unless you blow your money on egregious things, or if there's a conflict of interest. For instance, if you're doing chart review for one company, and reviewing charts from your other place of employment, etc etc.
Also some places like to 'own' your license. So when they contract you, they may stipulate that you're not allowed to use your medical license in any other capacity. This isn't very common, but the Third Reich of Kaiser Permanente comes to mind.
Barring all of the above, no you won't get in trouble. I have 4 jobs. 2 W2s, 2 1099s. Golf and guitars are expensive.