Well there is always risks in the market, that is why it pays out a much higher return then something like CD’s or savings account that have no risk in them.
And it really depends on what your goals are. If you plan on investing your money for 20 or more years into a diversified portfolio of stable stocks then your risk would be almost non existence because that has always worked out in the past. (With the acceptation of buying in 1929 right before the great depression).
Of course if you wanted to try something more creative like short term trading or buying growth companies the risk is a lot higher, but the rewards are also greater, so it is up to you on how risky you want to be with your money and how long you have to let it grow.