On the whole, first previews rarely stop. Even a highly intricate set might go off without a hitch only to malfunction later in the preview period; Rocky's first preview never stopped once, but I had friends at several previews weeks later that experienced pauses to fix the set.
The bigger issue will probably be the sound, which is almost never perfect at a first preview. They just can't figure out the correct balance until there's a house full of people.
I say go. You will never see the cast more enthused to have an audience in front of the them. You will be seeing people making Broadway debuts taking their first ever bows on a Broadway stage. You can never replicate that excitement, even on opening night.
Marie: Don't be in such a hurry about that pretty little chippy in Frisco.
Tony: Eh, she's a no chip!