The short answer is yes. I don't believe radiation is an issue, but looking at the cut can be very hard on your eyes (so generally try not to) though not like welding. Welding google work if you really need to see the cut while in operation.
The most obvious danger is over riding the safety mechanisms and putting a body part in front of the beam path, my brother has a scar from that.
Oh and the potential for high voltage (low power) arcs that could stop your heart, I can't forget to mention that.