So long as you are using Thermocouple Connectors that match your thermocouple wire AND the extension wires also match the thermocouple wires AND you get the polarity of the connectors correct, you will not have any problems.
It is important that the metals used throughout the entire chain from the thermocouple junction all the way to the input of the data logger are consistent. That is: each conductor is of the same metal type from end to end.
As you are probably aware, a thermocouple consists of two different metals brought together in a junction. It is at that junction where the temperature is is measured.
More accurately, the temperature is measured between that junction and the other end of the thermocouple wires. That other end of the thermocouple wires is referred to as the "Cold Junction". Your data logger has another temperature sensor at that "Cold Junction" that adds to or subtracts the ambient temperature from the temperature difference between the thermocouple junction and the input of the data logger. Google is your friend if you need more information about how thermocouples measurements work.
Bottom line: so long as the metals in each of the thermocouple wires is the same from the measuring junction to the data logger, you can be assured of accurate measurements.
One common cause of thermocouple measurement errors is to get the polarity of the thermocouple connectors backwards. Another cause of errors is that the extension wires don't match the thermocouple wires.