Sexual hygiene is very important to avoid infections and STDs. This risk is very low with dildos. However, if you do not wash your dildo between uses or use a condom on the dildo, there can be risks of bacterial vaginosis, urinary infections, and chlamydia.
If you are using your dildo for anal penetration, do not use the same dildo for vaginal penetration without washing the sex toy. You can also use a condom and take it off afterward. If the bacteria from the anus contact the genital area, it can cause vaginosis or other infections. This advice goes for self-use or if you are using the toy with a partner.