Our dog went on the treadmill sometimes during the winter. It was only on the days where it was too cold for a walk outside. She never got to the point where she was on it without a leash tied to the treadmill (or the leash was held by one of us). We definately never left her alone. It was fun to watch but I am not sure how much she liked it. Would do it again though, if necessary
I am sure the more she did it, the more comfortable she would be with it. At least, "somebody" in the house is using the treadmill 