It is completely safe to take more than one capsule a day. If you consume 250 grammes of fatty fish, you would take up omega-3 fatty acid in the equivalent of 4 to 5 capsules.
The European Food Safety Authority gave a scientific opinion on the Tolerable Upper Intake Level of EPA, DHA and DPA. Available data were not sufficient to establish a tolerable upper intake level for any population group. But, long-term human intervention studies which have investigated the effects of supplemental intakes of EPA and DHA at doses up to about 1 g/day on a variety of health outcomes, have generally reported no adverse effects.