There are no known hazards for theory of mind training.
There are no known contraindications (something which makes a particular treatment or procedure potentially inadvisable) for autistic people.
However some autistic people, such as Milton (2012), have criticised the idea that it is only autistic people who have problems understanding how other people think. For example, some autistic people believe that non-autistic people have just as many problems trying to understand autistic people.