Depends in what form it is in. Slush/grease lamps and candles can be dangerous if not used properly. They can burn a house down.
Flickering fluro lighting can trgger epelepsi(sorry about spelling, not a word I use a lot) and is in general not a good light.
Wiring can short out and cause a fire. Other than that I cannot see that normal usage of lighting in a home can be of any danger.