The risks in the immediate denture process involve both surgical and prosthetic.
As with any extraction, there is the risk of such things as pain, swelling, infection and prolonged bleeding.
With an immediate denture there may be post-delivery discomfort and uneven bite that may take time and/or several visits to resolve. Also, as with any denture there is a period of adapting to the new denture and learning to wear, eat and speak with it. You were not born to wear a denture; it is unfortunate that it is needed and time is required to get used to it.
Since the front teeth usually cannot be evaluated in the mouth, you may find that you are not completely delighted with the appearance. This may be the situation even when it is a major improvement over the pre-immediate denture appearance. In such instances you may desire to have a second denture made after complete healing to fine tune the esthetics. This would also allow you to have a spare denture, something that is very nice to have.