Most of the safety concerns associated with coal stoves are the same as those associated with any type of fire. If you install a stove in your home, you should have both a carbon monoxide detector and a smoke detector nearby. They should be battery operated in case of a power outage, and on the same note, the batteries should be replaced regularly whether they're dead or not. As obvious as this may seem, you should also have a fire extinguisher nearby [source: Reading Stove]. Making sure you have these simple items can save lives. Don't take your safety for granted.
One of the dangers specific to burning coal is the emission of sulfur dioxide. Generally, this is only an issue with bituminous coal, which you shouldn't be using in your home anyway. Sulfur dioxide is responsible for "acid rain," a result of the chemical combining with water vapor in the air [source: JUCA]. This side effect gave coal a bad name in the past. However, anthracite is a much cleaner source of coal and the only type you should be burning in your home.
If you have a hand fired coal stove, be careful when reloading it. Don't open the door too fast. Let oxygen in slowly. The chimney should also be tended to regularly. The gases released by a coal stove can corrode your chimney over time. You'll want to have it cleaned and inspected at least once a year.
Also keep in mind that coal produces a lot of ash -- much more so than wood. When cleaning out the ash pan of your stove, the ashes should be stored in a fireproof container with a lid somewhere away from anything that could catch fire or explode. Ashes need time to cool down before they're discarded [source: NYC gov].
Proper maintenance of a coal stove is crucial. The simple steps listed above will help ensure your safety, the safety of your loved ones and the safety of your home. Be safe, be smart and stay warm.