Apart from the obvious dangers of tripping over wires or stands or falling off a stage (really our own fault), I have found the following experiences to be the most unpleasant.
(1) Playing outside in very cold weather.
(2) Insect bites.
(3) Collapsing chairs.
(5) Barbecue Smoke
You arrive at the gig and settle down to play on the spot allocated to you - on a stage or in a gazebo. All goes well at first. Then they start cooking the barbecue. A breeze blows the smoke directly on to the band. The musicians have no escape. They do not wish to appear wimps or killjoys by requesting a move, so they endure it. I'm not sure whether this is really a health and safety issue. But I know it is unpleasant taking gulps of air in these circumstances and that after a time the eyes begin to sting.