Little to none, CAN is designed to be robust. You could absolutely interrupt bus traffic and set all sorts of codes, cause trans failsafe message, etc. by improper termination, shorting the bus or flooding it with high-priority messages.

You should make sure whatever device you connect is not terminated (since the bus is already terminated at both ends) and follow general CAN rules regarding wiring.

I'm guessing whatever hardware you use will live inside the car, so I'd tap in at the cluster or somewhere else inside. I would also look up pinouts on WDS and not rely on wire colors alone. You will want to use the bus that connects a number of modules, not the one specifically used for DME to AGS communication.