If reloading was dangerous, the insurance companies would be exacting a pound or two of flesh from reloaders in higher premiums. They aren't.
Firefighters worry far more about TV picture tubes than they do about smokless gun powder. Smokless powder burns quickly, but it doesn't explode. Picture tubes explode.
Common sense goes a long way. No smoking, open flames, distractions, etc while loading and you'll be fine. READ THE BOOK first.