The three major concerns of people who might be interested in setting up a still at home are;
1) the question of legality,
Poisoning oneself. Distillation doesn't produce anything so there can be nothing in a distilled spirit which was not in the original fermented liquor. Moreover, the whole purpose of distillation is to remove noxious substances and this it does by separating from the ethanol the more harmful substances such as methanol and fusel oil and discarding them. This is easy to do because they have a very pungent smell, a bit like paint remover.
So, to poison oneself it would be necessary to separate out the noxious substances from the liquor, pour the sweet-smelling ethanol down the drain, and drink the paint remover. This is about as likely as plucking a chicken, throwing away the meat and eating the feathers. It's ridiculous.
Headaches & hangovers. Some of the well-known consequences of drinking too much are headaches, halitosis, fatigue, dizziness and diarrhea, to name the best known ---- a hangover in other words. These unfortunate consequences are discussed in the book "Making Gin & Vodka" and evidence provided, based on clinical trials, that the alcohol does not produce the effects per se. They are caused by the impurities, the congeners!
Many people find this hard to believe, but the congeners include methanol and amyl alcohol, both of which are quite poisonous. If a different poison were involved, e.g. arsenic, it wouldn't be a bit surprising to find that a 3% solution in water gave you an upset tummy. One conclusion to be drawn from this is that, if you wish to drink alcohol without any side-effects, the best thing to do is remove all the impurities with a fractionating still to produce pure alcohol and then dilute it with water to 40% to give vodka. Then add flavoring.
Explosions. Although a boiler is used for distilling fermented liquor to spirits, there is no pressure in it. The boiler is completely open to the atmosphere at all times so pressure build-up is impossible. It is no more dangerous, therefore, than a tea-kettle.