You only have to worry about malware and such. But that's more an app issue and if you install a bad app, it's a bad app. Apple does a good job with limiting such in the apps store but for those that worry you can never help them.
If you don't install apps, no worry.
Does the iPhone still have an immunity to viruses and hackers? I did a Cnet & Google Search but most of the information contained therein was not current.