Most concerns focus around the electromagnetic radiation heating your tissue. Microwave ovens operate at 2.4MHz, and most common frequencies can work like a microwave with varying efficiency. At the intensities of normal transmissions that isn't really a concern. For a time this seemed like something we might worry about with phones, since during a phone call there we have an active antenna right next to your fairly sensitive brain that might not like being heated up. But even there it turned out that the effect was too small to be of concern