There a variety of risk factors that can be attributed to the environment; The climate for example, exercising in exceptionally hot weather for example could increase chances of hyperthermia, dehydration, and heat related illness. You could also do the opposite in cold environs if one is not careful and can go into hypothermia or can acquire frostbite.
Additionally risk factors involving the Flora, Fauna, and physical geography and nature of the environment are stuff that need to be made aware of. Poison Ivy on trails for example, Toxic creatures (Scorpions and Snakes), Brutal ones (Hogs, Mountain Lions, etc...), and those capable of causing allergic reactions (bees, certain ants) can be found everywhere on hiking trails and even just general outdoor exercise areas. The geography of where exercise is belong done also matters, as if say one is haling on a mountain you'd have to be careful about falls, or even just twisted anklet from landing on rock too hard.