Yep, she will make a huge mess and depending on how adept she is at using her hands to scoop it up and into her mouth, she might not be able to eat much of certain foods (like rice) at first. That's okay. You either live with the mess for a bit and see it as a learning experience (she can only learn to eat those foods herself if she has practice with them, which will mean dropping a lot for a bit), or you make an effort to make more special things for her that are easier to hold and handle (like make your rice from dinner into rice balls or cook it into an omelette or something similar). Either one is fine. She'll eventually get the hang of it though if you just leave her to it. But no, if you want to do baby-led weaning, it's baby-lead. That doesn't mean you can't do a mix of finger foods sometimes and purees sometimes, but it's not baby-led weaning, if that makes sense. That doesn't mean it's a bad thing, but it's just doing finger foods and purees.
But at the same time, I also don't think it matters too much if sometimes you help her if she gets frustrated or obviously wants something but can't get it in her mouth or she's sick or tired and just wants to eat. That's totally fine. I sometimes feed my 3 year old when she's poorly or really tired and she asks me too. She was never spoon fed as a baby though, but sometimes that's just what they need on ocassion and that's fine. But if you truly want it to be baby-led and you believe in that approach, then I'd avoid spoon feeding as a general practice, doing it only occassionally if you feel you need to, pre-loading her spoon to feed herself instead, and just let her explore on her own. You'll be amazed how she'll be able to scoop foods into her mouth with a bit of practice. It certainly can be more of a choking hazard to spoon feed chunky foods if she isn't already adept at eating them, but more just depends on how much tongue control she has, her gag reflex, etc. I would think certainly it would be more risky for a 6 month old who has had very little experience with any food at all than on average for a 10 month old who already has a pincer grip and is used to eating things like peas, beans, blueberries without much trouble.