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"I know that setting up several Vlan with multiple switch we need to have primary switch as server mode and other switch as client... "
Not true, at least for VTP versions 1 or 2.
The only real difference (again for VTP versions 1 or 2), server mode allows you to make VLAN configuration changes, client mode does not. Other than that, server mode and client mode operate alike.
"I have 3 switches to be setup in my LAN and was trying to confirm if all the switches are left with default VTP Mode: Server, then can there be some kinda conflict occurring or any anomalies originated ?"
The risk (again for VTP versions 1 or 2; version 3 is "enhanced"), when you have more than one VTP server, two people can make changes on two different switches, and then a "race condition" can develop, for whose set of changes will become the new VTP domain VLAN settings. With just 3 switches, and just one (?) person making VLAN changes, it's unlikely this will happen, but if you want to follow best practices, only have one VTP switch in server mode. (NB: if it fails, you can change a client mode VTP device to server mode.)
