As in any country there are a few things to know about: the risks you run by being here and moving around. This is not to scare you from coming here, but knowing the risks enable you to reduce them greatly, as most are avoidable.
RTAs are Road Traffic Accidents. These are, and have been for years, the main mortality cause among visitors and ex-patriates in Kenya. Also among Kenyans the number of deaths and hospitalized people due to RTAs is very high. It's clear: Kenya traffic and Kenya roads can be dangerous.
Luckily you can do a few things to avoid trouble. When arranging transport make sure to use a reputable company with good vehicle and a careful driver. When driving yourself be a hundred times more careful then you were back home! See also the advise on the transport page.
Health has its own page.
Several areas in Kenya are known to be unsafe for visitors. Often this is because of tribal clashes. In that case a visitor might not be a primary target, but could be caught up in the foray and get hurt. Also some people use the lack of security in an area for their own criminal purposes, as the authorities are busy with the clashes. So, although the travel advisories from embassies are known to be on the safe side, it is wise to read and heed them. But situations can change. Use you own judgement and ask people who have local knowledge and are used to dealing with foreign visitors. A lodge manager or police inspector close by the area in question will be able to give you valuable information on whether to travel or not. Sometimes travelling is possible only in escorted convoys. Be aware that your (travel) insurance might not cover you when you travel to an area that was listed in your country's travel advisories or that was 'known' to be unsafe.
Crime has its own page...