Caught skin?

Could you please elaborate on the quote below for me. It came from on older post below. What kind of effect are you talking about here? Pinch feeling, small skin rip, or trip to the doctor?

“…has no safety mechanism and can cause some serious pain if it gets caught up on skin.”

I’m probably thinking worse that it is, but I’m imagining skin getting caught and pulled into the machine. I am thinking about trying one, but not if it can seriously damage you.