man what an open ended question...for PE class? jeez.
basically they should perform warm up sets with lighter weight to get hte muscles and joints ready to work hard.
potential risk is injury: torn muscles, ligaments, damaged joints, slipped discs in the spine...or simple injuries like muscle soreness, bruises, stretch marks.
this all sounds like stuff you should have been taught in the PE class. I know when we were taught about weights in high school, this was covered in class, and then we were quizzed on it.