Adding to what MistressS has just said I would like to point out a few other things.
Learn what allergies your sub has if they have any and make sure that all items that you use will not trigger this, and keep their epipen nearby in case they need it. And always be wary in case it gets set off.
Also the same with those of you whose subs have asthma - make sure that their inhaler is within reach at all time and that the sub can have constant access to it if the need arises. Also make sure that you know the symptoms of an asthma attack in case your sub has one during play.
If you're doing bondage keep a close eye in case your submissive ends up fainting while they're tied, if this happens stop immediately and get them out of it as soon as possible. It would be unwise for someone to be bound if their prone to fits and epilepsy as it could be triggered by accident during the session and thus being bound could seriously harm them. Also be wary if you are prone to fits or epilepsy when thinking about tying someone up in case you fit and the person you have tied can't do anything to help you.
Rope suspension is not for beginners at all, not even for novices. It is for experts who have went to others for training in such a thing.
Also please if you do decide to do bondage, especially suspension, make sure that your equipment is of a very high quality. Otherwise it may not be safe to use and could end up snapping. So don't skip out on the more expensive ones for a bargain, and check the quality of everything you get. Also keep an eye on your equipment as everything is prone to wear and tear, and this can be deadly. Commons ones you have to watch out for is rope wearing out and loose stitching in leather work, especially at key points of the item as these will take the most strain.
If you are doing suspension be careful as to what you attach your sub to, as like above it could snap. A good quality and sturdy frame will be the best for those of you who don't want to screw hooks into your walls. And if you are doing rope bondage then a bondage ring will be the best to attach to your frame as they are made for bondage.
Some advice to those who want to use ice cubes and frozen dildos for heat play - I have been told that if you use them by placing them inside someone after they've just came out the freezer with frost all over them that they can cause serious internal injury. So to avoid this let it heat up for a bit before you attempt to insert it.
One thing that may seem interesting to those wanting to get into heat play is fire play, this is something that should not be done without training from a professional, reading about it is not enough. Candles do not fall into this category as the wax is pored and the flame is not near the submissive. Wax that isn't massage candles but are supposed to stay and harden on the skin can be fun for the sub, but keep it away from the genitals and hair, as it can hurt both (if you do get it in the hair then a nit come is your friend to help get it all out). If it's a regular massage candle then you can get it in hairs, just be sure to rub it all in.
With regards to knife and medical play (the latter has not been discussed yet) be sure to sterilize everything after play, as a simple drop of blood or body fluid can wreck havoc on your sub or yourself next time that they are used. And if you are breaking the skin at all (which is not for beginners at all as you could seriously harm your sub) then make sure that you clean the whole area where you worked so that you don't spread diseases and such. Good disinfectants are mainly alcohol based, but make sure that they are safe to use when it comes to using them again. For metal items holding them in a flame such as one from a candle is also a really good way of sterilizing such items. But do not use the stuff you can get from the supermarkets that are for cleaning your house, as these may prove dangerous (they have those warnings on them for a reason).
Also make sure that the area and items used are sterile before every use and after every use, and if possible get yourself some rubber gloves that medical professionals use as it can help to stop the spreading of things that can harm your sub.
Medical play is something that needs great care, as most things used are from the medical industry and are used by trained professionals. Learn what the item is originally for and how to use it before even thinking of putting it anywhere near your sub. Unless it's things like a wartenberg wheel (which are a great introduction into medical play) as they are fairly simple to use and are usually what everyone gets into first. This area can cause a lot of pain to the submissive so you need to make sure that your submissive is okay with pain before you attempt medical play.
For needle play, do not do it at all unless you are a trained in how to do it by a professional as this involves breaking the skin and can be highly dangerous if you do not know how to do it.
Violet wands also need training in how to use them. But they are not to be used on people with pace makers or those who are sensitive to electric shocks. I do not know much at all in this area as it is something that many will refuse to do because of the nature of it.
Also no matter what you're doing make sure to have some plasters, basic wound cream in case the skin gets broken (Savlon in the uk is a really good brand) and some bandages in case they end up twisting an ankle or something like that and need it to be protected.
BUT IF YOU OR YOUR SUB IS INJURED DUE TO A HEAD INJURY OR ANYTHING THAT MAY SEEM SUSPICIOUS STOP THE SCENE IMMEDIATELY AND SEEK MEDICAL ADVICE.
EDIT - Breath play is something that is as dangerous as knife and needle play and should not be attempted by anyone who suffers from asthma or similar as it involves cutting off breathing for short periods of time during play and is not for beginners at all! I should have put that in earlier but I forgot.
Teased and Tormented -My very first story and competition entry is now up!