Physical Danger
The worst-case scenarios sound bad. You might go to check on a mill, get your hair caught, and ouch. You might forget to close the protective doors to the CNC machine—or worse, you've disabled the sensors that the newer machines have—and...oops, you're carving designs into your forearm. Machines have no mercy.
Okay, they don't just sound bad, they are bad. You might think they would never, ever happen to you. You're safe, and responsible, and not the dimmest bulb in the pack. But then, there will come that one day when you're in a rush to finish your order, or your buddy forgot to do the safety checks on the machine. Mistakes happen every day and they can be varying shades of deadly.
There's a reason this job is one of the top ten most dangerous jobs in the U.S. (source). Remember to keep your mind on the job. Things have been made a lot safer in recent years, but until you can shape yourself some wicked strong metal skin, you'll need to look out for your limbs.