There are many dangers that birds have that other pets such as dogs and cats are not susceptible or exposed too, and each year hundreds of budgies are hurt or killed mostly by easily avoided things.
In the article below you will find over 50 of most common things to watch out for to keep your new budgie safe and out of harms way!
Edit by FaeryBee: It has come to my attention that Jenny-O Turkey Cooking Bags are very toxic to budgies as well.
This seems a good place to post the additional information
State: 
50+ Common Budgie Dangers To Watch Out For
