Physical Danger
It depends where you're working. Some EEs work on construction sites, where hardhats and safety goggles may be required. Others tend to work around high voltages (shocker, right?), so it's important to take the proper safety precautions.
However, the labs you may be working in are not necessarily the safest places either.
When working with electricity, fire is always a risk. In fact, burns are the most common cause of injury for electrical engineers—not electrocution (source).
So just be careful, okay?