Like any cooking style, cooking over a fire has some risks. Unlike electric grills or induction stoves, this style involves open flames, increasing the risk of accidental fires from drifting embers or those who get too close. Breathing too much smoke from a fire can also be hazardous and irritate your lungs.
However, this cooking style can also be extremely safe when you use basic practices and common sense. This includes lighting fires safely and ensuring you completely extinguish them afterward. A little awareness of the flames while cooking will go a long way toward staying safe.