Sometimes I wonder where some of these rumors come from. Someone actually asked Google's John Mueller on Twitter if you can get a Google linking penalty for linking your web site to Wikipedia. I am not joking, and John actually responded saying "no." He didn't respond with a sarcastic joke or GIF, he just said no.
I mean, seriously? Why would you think linking to Wikipedia would be a bad thing?
Anyway, now you know it is 100% safe to link to Wikipedia and Google, nor John Mueller, will penalize you for doing just that.
Forum discussion at Twitter.