Physical Danger
Due to the nature of the job, any security guard could face physical danger. Most positions require that you work with anywhere from a few dozen to hundreds and hundreds of people at any given moment. When things run smoothly—as they will most days—there's no danger greater than punk kids with their punk razor scooters.
There'll be times, though, when you're going to be called to make someone do something they won't want to do, like leave the premises or give back whatever it is they say they "didn't steal." Whenever this is the case, there's a chance they'll pull something unexpected, and mall cops have to be ready to protect themselves, other customers, and businesses.
That's why they gave you the two-week training program and the belt full of useful items. Also, thankfully, the real police will typically be a button press away.