Any career in the entertainment field is going to carry quite a bit of stress. Promoting yourself may seem like an overwhelming challenge, and even the best marketing strategy doesn't guarantee anyone is going to come see your shows.
There's also the stress that comes from actually performing your routines. No one is going to enjoy your magic show if they can see the string you're pulling inside your sleeve. The illusion is fun; knowing exactly how it works makes it much less enjoyable.
Then there are those "death-defying" tricks we mentioned earlier. When these go wrong, bad things happen. When you're sawing someone in half, you want to make very sure you don't actually saw them in half. It'll totally be believable and the audience might love it, but the trick is you want your subject to be unhurt. There's nothing magical about a lawsuit or manslaughter charge.