Physical Danger
You may be dealing with corrosive or otherwise potentially harmful agents, or bacteria, or viruses, or any other of a multitude of living things, so you probably don't want to go spilling too many chemicals on your bare skin. Also, if you're out in the field (for example, if you're an ecologist) you may get attacked by a panther or eaten by a Venus flytrap.
If you're in a lab a lot, watch out for the long-term consequences of standing or sitting for long periods of time, bad posture, eye strain, and drinking too much coffee while pulling an all-nighter.