Compressed air is extremely forceful. Depending on the pressure it can dislodge particles that can get into your eyes or abrade your skin. You can get hearing loss or damage because of the pressure and the sound of the compressed air.On rare occasions some of the air can enter the bloodstream through cuts or breaks in the skin or body opening causing an embolism, which is when an air bubble gets into the bloodstream. It can then block arteries causing coma, paralysis, and even death. Although rare it is still a risk.
Ahem, what a wild imagination. People in the trades do this all the time when they leave their job site. To blow air forceful enough to go through the skin, cuts or no cuts is not going to happen. Thanks for the entertainment.
This is a very strong stream of air to be using. Like the answers above you can move a lot of harmful projectiles through the air and your eyes may get a lot of this. Be safe and wear safety glass when using.