San Marino is a safe country. Like in any other place that attracts many tourists, you should watch out for pickpockets.
This is a very healthy place. If you become ill, procedures are the same as the European Union, although serious conditions will likely see you transferred to Rimini.
respect
San Marino is a very proud country and it should be viewed in this respect. Be respectful when having photos taken with the guards, a smile will do, hand gestures/funny faces are not received well.
It would be considered very offensive to call them "Italians" - not that they don't like Italians, but they are just extremely proud of their independence.