You are very likely to run into contradictions.
This happens because the Penrose empires (the tiles forced by any configuration of Penrose tiles) are disconnected and not local. This means that every initial configuration would force you to place some tiles not neighbouring any of the already placed tiles.
One way of seeing this is through the so-called Ammann bars. These are families of parallel lines in the directions of a pentagon whose types of intersections enforce the placement and orientation of a tile in a Penrose tiling.

You can find out more about Penrose empires and Ammann bars in Grumbaum & Shephard's book, and there's also a thesis and a software devoted to them (from which I took the screenshot).
EDIT:
There are many configurations of Penrose tiles that obey their local matching rules but their forced tiles are contradictory. For example the following configuration

would enforce

which is contradictory.