There's some risk inherent in any kind of smoking, but dab rigs present a particular need to exercise caution. Dab nails can reach temperatures of 1000 degrees or more, so it's important to keep them away from anything flammable while in use and exercise caution to avoid getting burned. There's also an argument to be made that because the concentrate is consumed in much lower doses and without any harsh chemicals from a lighter being consumed along with the vapor produced that dabbing is actually a better option than smoking flower.