We here at A Woman's Touch make a concerted effort to educate customers about the products we sell, and how to use them pleasurably and safely. There's a reason for that: sex toys, when used improperly (or when poorly made, which is why we screen all the toys we sell) have the potential to cause pain or even a trip to the emergency room.
If you've ever wondered about how often something like that happens, here is an article describing a 2009 study that is the "first ever population-based survey of sex toy injuries." Researchers Russell Griffin and Gerald McGwin looked into reported emergency room injuries that were related to sex toys over an 11 year period, with some interesting results.
But don't let this make you paranoid about using toys--most sex toy injuries could have been prevented with some basic knowledge, such as only using toys anally that have a flared base. Staying informed is the best way to ensure that your sex toy experiences are pleasurable and safe.