When creating a name for the --out file, if you use different Plink commands like --hardy and --freq then you will not overwrite the outputted statistics files. However, the log files will be overwritten if they are not unique --out prefixes. It is generally good practice to keep log files. You can either add something informative to the name to avoid overwriting or use some unique identifier like a random number or the epoch time. There are shell commands that will automatically do this.
MAF Filtering
Empirical MAFs are fine down to <sample size>^{-0.5}, i.e. if a MAF estimate of (1/n) is supported by at least n different samples carrying the minor allele, it usually won't be off by enough to matter. For example, in the 1000 Genomes Phase 3 case this is around 0.02 given ~2,500 founders.
REF and Plink 1.x
Plink 1.x does not preserve REF alleles. This can be also be an issue when going between Plink 2 and Plink 1.x. See REF tutorial for how to address this. Plink 2 does preserve REF alleles.
Ancestry PCA
Watch out for population stratification PCA issues when using different datasets. These can underestimate population structure and discount some genetic variant effects.
Controlling for population stratification and inferring out-of-sample (new individual) ancestry using PCA is not straightforward. One potential issue is underestimating population structure (shrinkage) that can happen with high dimensional problems. A second issue is that these PCs may represent LD structure vs individual differences. In this case, intended population covariates may lower GWAS signal for these genetic variants.
For more details we refer you to these references: