There are a number of things you should consider when looking at this question. The sex toys industry is not regulated in most countries and while most sex toys bought from reputable shops and websites are safe if used responsibly and they are kept clean, there are a number of areas you should pay attention to.
The main things to consider are :
STIs such as Chlamydia, Syphilis, Herpes, Bacterial Vaginosis and Shingella. You can avoid these STIs by
Do not share any sex toy that may draw blood, as this type of sex toy can pass on blood borne infections such as Hepatitis B, Hepatitis C, HIV and AIDS. Take special care when using penetrative sex toys, particularly if you have any cuts or sores as this leads to an increased risk of passing on infections.
Cleaniness of all sex toys
Several studies have found that some plastics used in (mainly cheap) sex toys can contain dangerous compounds such as Bisphenol A, phtalates, PVC and BPA which can cause a number of serious conditions including infertility, breast cancer and heart disease. You should carefully check what materials your sex toys is made from especially if you are considering inserting it in any part of your body !