Is it OK for Working Overlap between job change.

I need your comments for the working overlap situation.

Let's say I have 4 weeks unused vacation days. I will take the vacations in my current employer. I need to start working for my new employer ealier(in 2 weeks) than my last working day in my current company.

In this case, I will work overlaps between my two jobs.

Is it legal? Will I have trouble later?