Actually they're right. It's very easy to fuck up in LINQ and end up with code that balloons memory or scales poorly for example.
Not if you know linq.
That's a fairly arrogant statement. You might know LINQ but does the consumer of your IEnumerable<T>? Not all team members are equal.
Most of the problems arise from people not understanding that linq queries return iterators, not collections and therefore writing O(n²) loops. But that's not too hard to learn.
Alas, if you are talking about Linq2Sql or Entity Framework, then of course you have to deal with all the typical ORM problems; but this has nothing to do with Linq.
Right, because lambdas and closures haven't been around for 40 years. Sigh.