Rectal tissue is fragile and it can break, leading to nasty complications, so be sure that anything you insert does not have sharp edges or rough surfaces. If you're playing with ice, remember that ice can break with very sharp edges. Run your ice under warm water to round off edges before you insert it anywhere, and don't use fragile ice structures that may break inside sensitive body parts. Dry ice is not for prolonged contact with skin. The vagina is cautious territory for food play.
Sugar is off limits in the vagina.
That includes sugary substances such as fruit, sweetened whipped cream, soda or sugary drinks and liqueurs. Don't blow air into the vagina, as this can lead to fatal embolism. It's rare, but not unheard of. That probably means no Perrier douches, as much fun as this concept may sound. Alcohol, especially hard alcohol, is also a bad idea up in here.