Before you start, you should be aware of some safety aspects. Although such lasers have become so cheap that everyone can afford them, they are still NO TOYS. So, you should first think about how to deal with the machine not to harm yourself or someone around you. Next, I need to mention, that I’m no laser (optics / photonics) expert, so you are better off to ask some real experts than completely rely on information you got from Facebook, YouTube, or this page. I read a lot of false information the last weeks and tried to condense the main facts that are mostly reliable following my research.
The optical power of this laser IS DANGEROUS. You should make sure that NOBODY can EVER get in contact with the laser beam or its reflections! NEVER run the laser without proper eye protection! (Do not only protect yourself, but everyone who is in the same room)
The glasses and little protectors delivered with the lasers are mostly NOT CERTIFIED. So, it is better not to rely on them. Search for glasses with certified protection. The level of transmission of light through a filter is measured using the optical density (OD) value. The higher the value, the less transmission of the respective wavelength can pass. Most diode lasers have a wavelength of 455 ±5 nm. Check for glasses with a high OD value for this wavelength. And you should also check that your wavelength is not at the edge of the specification (e.g., glasses that protect from 250-450 nm) because you never know how it behaves outside this specification. So, 400-500 nm would be a better fit. If you ask experts, they recommend certified glasses from local dealers (not cheap dealers on Amazon) where such glasses typically start around €100. You can also go for cheaper ones if you trust your dealer. Remember, you only have one pair of eyes. One glitch is enough, and you can never repair the laser damage…
The laser creates toxic fumes!
You should be aware, that the laser is burning your material, which produces particles + fumes. Such are NEVER healthy, though, some are more, and some are minor dangerous. There are some collections / lists out there where you can get an idea of what materials are safe and which are not (like this PDF from Make (or taken from https://dallasmakerspace.org/wiki/Laser_Cutter_Materials) or https://lahobbyguy.com/bb/viewtopic.php?f=3&t=16). And even if your material is not toxic, fumes in general are not good for your health. If you can, put your laser in a place with good ventilation and no family members running around (garage, workshop etc.). If you must place it in a living area, you should build a housing with fume extraction fans (see article about my box).
Many substances are extremely dangerous when burned. Of particular note here are any fabrics with PVC (including vinyl), which should never be lasered. Here are a few more examples:
Lasers are prone to catch fire! Never leave it alone without any fire protection!
Of course, this causes some extra investment. I would advise calculating at least €200 for periphery if you buy a diode laser. This is something you need to be aware of. After these words of warning, we can start setting up the system.