Physical Danger
Well, maybe. It kind of depends. The nature of your work, i.e., the value of what you're guarding and the environment you're guarding it in, will dictate how likely you are to be in any danger; but really, there's no way to know whether you ever will be in any danger. Call it luck, call it fate, call it destiny - call it Susan, if you want - but the bottom line is that there's just no way to know for sure.
A guard generally carries a weapon and is responsible for preventing theft and other crimes, so there's always a chance. Odds are, you'll never encounter a truly dangerous situation, but that's a question you could ask the security company you're applying for.
To get the information you're looking for, you may have to play with the wording a little bit, but you could try something like, "How many of your guards encounter dangerous situations?" Or maybe, "How many of your guards have had to draw their weapons?" Or if all else fails, "How many changes of underwear should I bring to work, if you get my drift?"
Beyond that, know that being on your feet for hours on end, staying awake all night, and eating vending machine food all the time can take a toll on your health. Get some comfy shoes and maybe bring an apple to work.