It's really tricky honestly, but that's likely mainly because I heavily cheaped out on making it and I didn't do enough research to build it properly. I think it could be done much better, safer, and more reliablly (though not much cheaper) than I've done it. As far as safety goes the inhalation risk I'm aware of is from inhaling ceramic fabric insulation rather than inhaling clay itself, but it's pretty much mitigated so long as you wear a good dust mask during construction and firing.

It's a hassle I've been willing to put up with so far, but for most people I'd probably recommend first trying to find a local kiln you could rent space in if possible. There's a site called Kilnshare that has a bunch of them listed. Best of luck if you do try making some!

I've got a bunch of kiln and firing and ceramics pics over in the media tab on my bluesky page (same username), if you've got an account there!