Physical Danger
There are many different kinds of welding. They're all dangerous.
The key here is identifying the level of danger. Welding runs the gamut from moderately dangerous to an "oh, I guess I do have a death wish" level of danger.
Indoor and commercial welding usually lies more on the comfortable, just moderately dangerous end of the spectrum. Because as a welder, you wear a lot of safety gear.
And you're not just going into the process with a torch and a dream. An increasing number of new welders are being trained through virtual welding (source). Basically, this means they're trained using computer programs and fake tools that accurately simulate the experience of welding, minus all the meltiness.
In the wacky world of welding, lower risk equals lower pay. If you ever want to move beyond that baseline salary of $35,000, you have to start taking on bigger projects than just working at a car assembly line. You start working outdoors (at night, in the rain, in the cold), and you'll earn a higher wage. You'll also encounter far more environmental challenges that increase the chances of self-welding.
If you really want to make the big bucks, you can strap into some scuba gear, work underwater, and weld on a deep sea rig. But as mentioned before, this is about as unsafe as a paid profession can get. In fact, underwater welding is notorious as one of the least safe careers a person can have. Thirteen to seventeen percent of underwater welders die on the job (source).
Risk factors include enchanting hazards like electric shock, decompression sickness, breakdown of dental amalgam, musculoskeletal issues and hearing impairment, cognitive issues, drowning, lung, ear, and nose damage, and marine animal encounters. Sounds like fun, right? Velociraptor attack is probably on that list somewhere too.
In short, underwater welding is really, really, really dangerous. Be forewarned.