I was recently watching the episode where they put on these bodysuits to go into the full-dive VR world. It's one of those "if you get harmed in the game you get harmed in real life" situations apparently. That method of making characters experience consequences for their actions in the game world feels like a cheap cliche at this point (although I never really bought that concept even when The Matrix came out). I haven't heard of a realistic way to make the simulation feed back physical damage through the user's sensory inputs, and even if there were such a possibility it should be fairly trivial to put in filters or whatnot to limit the data output to safe levels.

At least they do seem to explore the idea of characters making avatars that look drastically different from their real-world appearance.