This demonstration utilizes fire. Even though a candle seems like a relatively safe device, it can still burn down a house. Have a fire extinguisher, or fire blanket nearby in the event of accidental ignitions.
As heat from the fire rises, especially during the ignition step, it may cause burns to the person lighting the candles, or anyone else who puts their hand over the vessel. Be careful while lighting the candles, and while adding baking soda, or vinegar to the vessel to avoid burns.