In general, drugs are not sold without prescriptions if they have the potential to be addictive or if they are liable to abuse. The main dangers from most OTC drugs are of overdoses or of bad drug combinations. If users do not follow the directions accompanying the drugs concerning maximum safe doses, they can experience serious side-effects or even death. For example, someone might take more than the recommended dose of an NSAID such as ibuprofen for pain not realizing the potential for stomach damage.
Many drugs are safe when taken on their own but not when combined with alcohol or other similar drugs. For example, taking antihistamine or muscle relaxants and then drinking alcohol may make it unsafe to drive even though you would able to drive while taking either separately.
Finally, adult doses of OTC drugs (or vitamins) should never be left in reach of children, as the normal adult dose can kill or severely injure a small child.