There are many hazards when dealing with the high wattage lasers necessary for sintering. Please read here for a full briefing on laser safety: LASER SAFETY
The most obvious danger associated with lasers is getting the beam in your eyes, therefore:
Always wear safety goggles when dealing with lasers. The beams are infrared and invisible to human eyes, but can instantly blind you forever.
And not a cheap set of goggles either, your eyesight is worth more than $20. Go for a higher quality pair. An infrared laser beam is completely invisible and can deflect off of almost anything.
Other dangers include dealing with power supply hazards and components that get very hot.