As long as you get yourself some decent healing options, playing /in/ the blue zone can be beneficial as it will keep you out of harm’s way for longer, and may net you some easy kills. You’ll also be able to loot for longer.
As you progress to the mid-to-late game, you’ll definitely be wanting to play the border of the safe zone regardless. This is a common tactic across all battle royale games, but you’ll want to advance in time with the shrinking safe zone, catching other players off guard as they often scramble to get to safety.