Well, of course, you can just look at sunset, and it can be fine. You do not need to worry about it. Generally speaking, people have been told that we should not look at sun directly, or it will just damage our eyes. And that is because there are uv rays or other types of rays in sunlight. And they can be very harmful to our eyes. Also, the sunlight is too strong that it will make some harm to our eyes too. For example, it may lead to blindness in some cases. But on the other hand, it will be ok to look at sunset, for sunset light can be weak. So there is no problem.