Physical Danger
Danger is your middle name. Also your first name. Maybe your last name.
It would have to be for you to do this job. Bike messengers are constantly putting their lives on the line in busy traffic with cars, people, and objects being hurled at them at crazy speeds, and pretty much at every turn.
You'll have to trust your instincts (and they'd better be spot on) to navigate narrow passages between cars during traffic.
It also helps to have a hard head. Concussions are common, even if you are wearing a bike helmet (which you would be insane not to).
When you do get hurt, the Bike Messenger Emergency Fund can pay your first $500 in medical bills—which will pay for like a half hour in the hospital and maybe an Advil. So let's hope you have some super strong bones.
If you fall off your bike, get whammed by an opened car door, or get into a bad accident, you'll be out of commission until you heal, and you won't earn anything while you recuperate. Concussions are common in this line of work, and many employers won't even foot your hospital bill or take care of your insurance premium.