Physical Danger
It's all fun and games until somebody loses their head. Hopefully you'll work that issue out in the development stages.
If you're the first one in the first car of the coaster you just built and something goes wrong—and the train goes flying off the tracks, there could be some real danger for you.
Luckily that almost never happens. Mostly you'll just have the dangers of any old office job. Like Steven spilling hot coffee on you. Get some more sleep, Steven.