I have a Nikon D5000, is it okay to use an FX kind of lens?

What are the disadvantages? Or are there any besides the price?

NO YOUR CAMERA WILL EXPLODE!
Seriously… Fx lenses are more expensive and most often not very wide. Otherwise they are fine and actually with a DX cam you will use the "sweet spot" in the middle of the lens.

The only advantage I can think of is being able to use the same lens when you move on to full-frame dSLRs. Disadvantage besides price? Maybe weight.

Some lenses meant for FX are actually superior to those made for DX cameras. Nikon has yet to make a dedicated DX lens for portraits, while FX already has tons of those such as the 50mm f/1.4, 85mm f/1.4, 105mm f/2, and 135mm f/2.
The biggest disadvantage is price. Weight can also be an issue depending on the lens you use. If you don't mind either disadvtanges though, using FX lenses on a DX camera can certainly bring on a few benefits.
- What kind of lenses can I use for d3000? If I use an adapter to use my fd lenses is it okay? If not why?
- Is it okay to use Nikkor 50mm F/1.8G to my D5000? Especially for indoor use?
- I have Nikon D3100, is it okay to use no-VR lens?
- My camera didn't come with a USB cable. Is it okay to use my phone USB cable or I have to buy a Nikon's cable?
- Is it okay to use a DSLR in snow? Or do you need to have special protection for it?