"None that I expect you to be surprised by. The learning process is dangerous, I expect you've been told; what I mean by that is that if you miscast a spell and don't break it during the three-day destabilization period, when it finally breaks on its own you'll die. It isn't hard to avoid that, so long as you're using spell forms that won't do anything too dangerous when they turn unstable - which is why we're not starting with teleportation - but you'll need to be careful not to lose anything you've cast on until you can cast reliably. Aside from that, casting itself isn't dangerous. The spells you cast can be; it'll usually be pretty obvious when you're doing something that's risky if you're using a familiar spell, but if you're designing a new spell, there is a chance that it won't do what you're expecting, if you make a mistake in your design."
"Using the sense I'm going to give you today involves going into a kind of trance, where you experience it instead of your usual ones, which will make you vulnerable. You're not generally going to want to cast in a dangerous situation anyway - almost anything you could cast in that situation, you can cast ahead of time and trigger when you want it, which is faster - but it is a limitation."
"I don't know whether there will be any social drawbacks; in my world they can be significant, but you're starting with a clean slate here. You will be visible to other mages - or to other people who have a magic-seeing spell, if you decide to give that to non-mages - as spellbearers, once you cast on yourselves the first time, but I expect that there will be enough of those around that you won't stand out for it."