I have scars on my fingers from wraps, I haven't had anything bad from poi. The worst with poi was a handle caught on fire (it was dry, but a while ago had had fuel spilled on it). I thought it had evaporated away, but definitely not enough time. I let go after I realized my fire snake was on fire even on my hand

I walked away with a white mark that eventually started to blister some. I kept draining it before it could get very big as I did not want to deal with a slug on my index finger. Now it's just a tiny scab that's barely there.
Other times it feels about as bad as a bee sting or something. It's not usually bad. So don't do moves you just learned with fire, don't do moves you can't get out of well, for me one would be straight jackets. And also watch out for your hair! especially if it's long, if it's just really short it'll get singed, but if it's long it could catch so either cover it or wet it. And also if your heads are freshly lit they can have enough excess fuel on them when it's Coleman's to light whatever they hit. For example you pants, for me, my crotch >.> Often your back which is the most dangerous because you most likely won't notice until it starts burning you. Of course it can also just go out depending on if the pi gods are shining upon you or not, also what material you're wearing but same thing.
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The only luck is bad luck.
Shut up before I stall my poi up your ass