Physical Danger
History itself may be filled with war and death, but historians themselves rarely encounter physical danger on the job. Your high school history teacher may have threatened that she'd die of boredom from reading too many bad history papers, but that's never actually happened.
Some aspects of the job do come with their specific hazards. Architectural historians may be at risk when entering an old building that could collapse like an uncited research paper. (That joke will be funnier once you're a fully trained historian. We promise.)
Those conducting research, or living in chaotic, unstable parts of the world, are really the ones who have to worry most about their physical well-being. It's difficult to do focused on-site research when there's an armed conflict happening half a mile away. You'd be amazed, though, at the situations and conflicts a dogged historian will risk in order to conduct research.
Thankfully, since most historians rarely leave the safety and security of a cramped office, the biggest danger to your health as a historian is likely to be a mild case of claustrophobia.