Try and use a pedestal drill rather than a hand drill as there is less chance of the bit snatching and breaking the casting. I prefer to use Dormer high speed steel bits and Rocol spray cutting lube.
Drilling the metal of a used stove could be a pain in the fundament; undressed cast iron has a tough skin which includes casting sand and random lumps of very hard carbon stuff. Take care and use a new drill, if you have problems grind, linish or sand away the first mm or so before drilling, as that's where the rubbish lurks.
I suspect that the most important point is the technique, rather than the material. Drilling cast iron is normally not a problem and a decorative item like a stove is unlikely to have much in the way of dross on its surface. However, if you try to drill a brittle, hollow item like this while exerting some force you might well shatter it. Try to arrange support beneath the area you are drilling.