Physical Danger
The only physical danger you have to worry about comes in the form of potentially violent, unpredictable patients. Your risk varies, of course, depending on the branch you specialize in—if you spend all day with drug addicts, the chances of one of them lashing out at you physically (whether it's them doing it or the drugs) increase significantly.
Aside from that, be careful when tucking your pencil behind your ear. There's a patch of soft tissue back there.