In case your phone gets bricked then you'll need to download the Windows Device Recovery Tool. Get it from this page:-
FAQ - How can I recover/reset/restore my phone software? - Microsoft - India
When you first connect your phone to your PC via USB, the tool might most probably not recognize your phone. But it gives you the option to choose a phone yourself. After you select your phone from the provided list, the tool will search for the latest firmware available for your phone. If W10M is officially out then it'll give you that else it'll give you the latest WP8.1. It'll be a ~1.3-1.5 GB download. It'll take a bit of time. After downloading it'll ask for your confirmation and will start flashing your phone.
I recommend you to backup your apps and settings to cloud from Settings>Update and security>backup>more options. Also remove your SD card prior to flashing and copy all your documents and media files to your PC from your phone's internal storage. Make sure your phone is charged to at least 50%. Don't interrupt the process at any cost. After flashing is over, you may opt into the Insider program once again and upgrade to W10M.
But most probably, your phone won't get bricked while upgrading to W10M. Anyways, you asked so I answered. The latest build 10586.107 is available on both the Slow and Fast rings.