Moxibustion 艾灸 ai4jiu3 is a type of Chines medicine where a dried herb, mugwort, is burned above the skin. I have never tried moxibustion.
If you do this at home, please be very careful and do not let the mugwort stick burn unattended, because it could cause a fire. If the ashes from moxa can cause burning, then it can cause a fire.
The risk associated with moxibustion is the accidental burn to the skin. After burning a moxa stick, the falling ash is at a high temperature. Anyone not paying attention to the ashes could be burned, so always remember to remove the ash from the moxa sticks during a moxibustion treatment
.