The Unsafe aka Not Recommended List.

Here is a list of things that are not recommended to be used on hamsters:

Wood Shavings (Bedding)
A plank of wood where they shaved them into bits and pieces you see today, the wood shavings as bedding for your fur pal.
Wood shavings is not recommended as they might have some sharp edges which might hurt your hamster's paw.
Wood shavings might also cause allergies and respiratory problems to your little fur pals.

For more information, do visit: http://exoticpets.about.com/cs/guineapigs/a/woodshavings.htm

Scented Bathing Sand
Not all hamsters react the same way to scented bathing sand and some are fine with it overall.
However, scented bathing sand can cause allergies, fungi infection that may result to fur loss on your hamster.
And therefore, it is recommended to use non-scented bathing sand.

For more information on recommended bathing sand, please visit: https://hamsterove.forumotion.com/basic-care-f20/recommended-bathing-sand-t23.htm

Cotton Wool
Cotton wool or cotton wool balls unlike tissue are hard to digest. If consumed may case major digestive problems.
Choking might also be once of the major hazards.
Do also take note that infections and inflammation can occur if the cotton wool is stuck in the hamster's cheek pouch for over a period of time.

Hamsters and water
It is not recommended to bathe your hamster with water. They are small and can easily catch a cold.
Most importantly, by bathing them [with water] we are also washing off their natural oils [their protective coat] on their fur.
Unless unavoidable [example: paint stains, chemical substances] try to avoid water bathes. Sand bath is a way better choice. [see above on scented bathing sand]

If you really need to bathe a hamster [remember only when you NEED to]: http://www.wikihow.com/Give-Your-Hamster-a-Bath

Metal Bar Wheels
Wheels is a must have for every hamsters.
However, do take note about the dangers of getting a metal barred wheel.
There is always a possibility to slip and you do not want to see your hamster getting a broken foot just by slipping.