Safety is a big thing for me. There are really a lot of small ways to be safe, whether you're making jewelry or lampworking.
For jewelry making, I always make sure that I "guard" my cuts, which means when I cut wire I try to cover the tail that I'm cutting off with my finger or hand (keeping it out of the nippers of course!) and I always wear my glasses. They're made for close work or reading, so they're a bit required for me. Another thing I try to do is pick up any fallen beads. Not so much for safety but comfort. It hurts like a bugger when you step on a bead that's sitting on a concrete floor. There's no give and so the bead kinda.... well it hurts a lot.
Now for lampworking it's a whole different animal, if you will. You have to have didymium glasses, no ifs whats or buts. If you work with borosilicate glass you need even stronger glasses than that. Not only are they there to protect your eyes from flying glass (you never know!) but also to protect your eyes from flame glare. After the glasses you have your rod rests and your tools- and always remembering that the bead is HOT.