Electric shocks are the main form of danger in electrical and electronic engineering.
Do not wear loose clothing or jewellery when working with electricity - you can catch switches and wires and do yourself a terrible nasty. Check cables before use. Good earthing, insulation and current limiting goes some way to provide safety, but the cheapest and most valuable safety device is care. If something is hot, it may very well burn you if you touch it. To be safe, make sure the things you touch are not hot.