I knew a woman, and we got intimate, and at some point I suggested that she try out a little tantric breathing.
It took her about 30 seconds to break off the experiment in alarm.
What was going wrong?
Well, you should probably know that this woman had suffered through some severe trauma. And while, in theory, I knew that tantra might wake up buried emotions, at that point I just didn't think about that, or didn't quite realize the connection with the situation at hand, and suggested it anyway. Luckily for the both of us, this woman has put lots of time and energy into her therapy, and - partly as a result of that, partly because this is just how awesome she is - she is reflected and mature enough to know what is good for her, and what is not.
So, this stirring of arbitrary emotions without any controlling instance, without a carefully set-up safe environment, definitely counts as a danger to me. What if this hadn't happened with a woman in her mid-30s, but with an insecure twen suffering from bipolar disorder? What if it hadn't happened at home, but in a tantra course, with some "instructor" pushing people into the exercises? Stuff like that falls under the category of a psychotherapeutic intervention, and stuff like that is definitely not to be fooled around with.
In short, tantric breathing can trigger re-traumatization in victims of childhood abuse, people who suffer from PTSD, torture victims, etc. If this is your history, you'd better consult with a trained professional before venturing into tantra.
The other real danger I see is that a so-called "kundalini awakening" seems to sometimes trigger a state similar to perpetual arousal syndrome. From what I know, this is quite rare, so it won't keep me from venturing further on this path. One thing I shall say is that there were a few moments when I was a bit afraid of what might happen if the state of arousal wouldn't wane off by itself. If having a few orgasms doesn't get you off your arousal, then what are you supposed to do? That doesn't sound like a healthy thing to me at all. But as I said, I figure the chances of that are actually extremely slim, so I see no real issue.
Interestingly, some of the symptoms seem to be consistent with what some fundamentalist christians describe as the result of the demonic influence that they see behind said "kundalini awakenings".
If you'd like to learn more, the following article relates a personal experience with that issue - it completely turned the lady in question off sex for several years: