Definitely it is wrong to visit online friend at home for first time because u dont know who they actually are and also you dont know about their intensions on you. You cant believe someone blindly just by talking through online.
So it is always good to meet your online friend somewere in common place for first time. There are many people who convince by speaking full of lies only when u meet in real you can figure out things more clearly. This world has many fake people its always wrong to trust someone so soon and invite them to home. It will be safer if u meet them up were you can get help.