The last attempt went in vain when OP edited the riddle to make thrice as more than thrice which Brent has nicely found here
Another possibility,
You are a
CAN
I am something which is often used.
Often used everywhere.
I can be light blue, light red, or light green.
A can comes in many colors.
I can hurt you, but I can also help you.
You may hurt your fingers while opening it, once opened, it serves with the inner fluid which makes you happy :-)
But I'm never in one piece.
Now a can may come with a straw, an opener and off course whatever it is filled in with.
Many people study my kind
Tin can's are mostly studied by the manufacturing industries.
Many more use us frequently
Yes, many do that.
But there is one sure thing
You find us thrice in this question.
Can appears exactly 4 times in the riddle.
The last line gave away the obvious answer already given by stackreader here but I came up with another possibility -
Are you
Colors
I am something which is often used.
Often used everywhere.
I can be light blue, light red, or light green.
All these are colors
I can hurt you, but I can also help you.
Some colors can cause headaches and irritation in eyes
But I'm never in one piece.
Colors are formed of multiple things.
Many people study my kind
CHROMATICS is a study of colors. Things like color spectrum is studied by scientists, different colors are studied by artists across the globe.
Many more use us frequently
A lot of people use it quite frequently.
But there is one sure thing
You find us thrice in this question.
There are 3 colors in the riddle $\rightarrow$ light blue, light red, or light green.