I had a primer explode once on a 223 round. I was holding the case with my finger half way over the top of the mouth. It seared my finger and would have taken an eye if I was looking down the case. It's easy the hold the tool with it pointing towards your face.
I also recently ready a story about a guy loading for a 45-70 (maybe it was on here). He forgot the crimp and the bullets started sinking deeper into each case as he fired. That cause the pressure to spike and it darn near blew his hand off.
Reloading is easy and fun, but know the little nuances of the cartridges your reloading.
/end scare