Physical Danger
You'll spend much of your time in a dark theatre with the hazards of trap doors and wrenches falling from the rafters. You likely will not have health insurance. It's best to wear a hard hat and inflatable inner tube at all times.
Beyond the dangers of the stage, you may have loan sharks and bitter actors out for your head. Also beware of flesh-eating bacteria snuck into your coffee by opportunistic baristas.
Also, watch out for falling Spider-Men. It's more of a problem than you'd think.