Debugger stopping constantly at __cxa_throw() during execution

IDE: Code::Blocks
Debugger: GDB
OS: Linux Mint 64-bit ( 17.3 'Rosa' )

Hello all!

I'm using the Assimp library to load a Blender Model into OpenGL.
All works great, except that when I'm using the debugger, it kept stopping on one of Assimps 'Read File' functions. I looked at the stack trace to find that, about 15 functions deep, the debugger was stopping on __cxa_throw(). This seemed to happen for every face in each mesh in the file ( In the one I loaded, there was more than 100 ), so I couldn't skip over it. I managed to turn this off by going into the Debugger settings ( In Code::Blocks ) and turning off 'Catch C++ Exceptions'.

The real question here is can I be leave that off? Is this something I should be worried about?

Id imagine that if the exception thrown was not handled, wouldn't the program crash entirely?
Probably the library is using (and handling) exceptions internally and it's nothing to worry about (except inasmuch as it stops you from intercepting other exceptions while debugging.)
OpenGL on Linux...?
Thanks guys for the quicks replies! Awesome!

Just checking so that I don't suppress warnings that I shouldn't.( Cheers cire! )
@TheIdeasMan

Sorry, I though OpenGL was for Windows only, like in terms of support like DirectX
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