The various risks of marijuana and psychedelic use in people with preexisting mental illness come to mind. Marijuana tends to cause people to deteriorate slowly and psychedelics have a more rapid onset of problems, typically psychosis or mania, with the possibility of depression afterwards. Empathogens are risky, too, although not as bad as psychedelics: the risks are mania and postacute depression as well. Long term any of these drugs is destabilizing in people with preexisting psychiatric conditions or people who are predispoed to them. The latter group, particularly when young, would do very well to stay away from all three categories of drugs as it's been shown taking them increases the probability of actually developing an illness they are at risk for. Actually all young people should avoid, but particularly people in risk categories (e.g. having a close family member with severe psychiatric illness.)
There's very good quality research speaking to this with marijuana in particular and this is better studied than psychedelics or empathogens but one can be safely assured that the risk is there too, and almost certainly worse than with marijuana, which is bad already. Synthetic cannabinoids are notably much worse than marijuana with quicker onset of worse symptoms, something I've observed clinically myself. I went as far as to recommend as a harm reduction measure that patients smoke regular marijuana if they must, only that they must avoid synthetic cannabinoids.
Regular stimulants obviously are a bad choice in people with psychosis issues or mania issues as well, they can cause these symptoms in absolutely normal people. If people do indulge, they must moderate their dose and, this is very important, be sure to sleep.