It depends.
Often, these domains are redirected to parking pages, which is the most common redirect you will see and you shouldn't be too worried about it. Then there are redirects like Dip mentoned, that redirect old site to a new site. These are okay too. And then there are redirects for SEO purposes. In my opinion, and this is higly subjective, I don't see any issues with these either. The penalty can pass one way from redirected domain to the new domain, but never heard of it happening the other way around. Even then, it's quite easy to check what kind of domain the new domain was. If it's spammy shit, avoid it if you want, if it's legit... I would go for it. It's up to you.