Safety is very important in self bondage, unlike bondage you don't have someone who can just release you from bondage if something happens (a fire for example).
You should never do self bondage with a heat source, candles for example. However you can have a heat source if you want if someone (who is not tied up) is with you.
A big killer in self bondage are some masks and gags, depending on the gag or mask depends on how dangerous they are. A penis gag for example is dangerous if you throw up as it will send it right back down! An inflatable gag is also dangerous because you can only breathe through your nose. As for masks, the full bdsm leather mask is very dangerous it only has two small holes for your nose.
However if someone else is with you and can take them off you within a moments notice then you are fine and should have no fear of using them, but in self bondage it is just yourself so please be careful!
This is not meant to scare anyone off self bondage but everyday is full of risks, when you go in a car you take a risk, when you eat you are taking a risk, everything in life is
dangerous.
Self Bondage, Rope Marks ~ An article explaining how you get and what to do about rope marks and rope burns.
Self Bondage, Chafing ~ This article explains how to prevent chafing and how to get rid of chafing marks when prevent fails.
Ssnakeggirl's Guide to Sex Toys ~ A very nice lady over on reddit has written up a guide on sex toys. The information is abusoluty golden and covers stuff from price to materials and how to clea them. Even if you aren't considering getting any sex toys it is still worth a read.