That is a very good question.
Sunless tanning products, sometimes called self-tanners, contain the active ingredient dihydroxacetone (DHA). It is a color additive that darken the skin. It is FDA approved.
Most dermatologists consider this method of achieving a tan to be much safer than exposure to cancer causing ultraviolet radiation that comes from the sun or tanning booths.
There is concern regarding the risk of inhalation and use of self-tanning sprays. Wearing protective gear for the mouth, eyes and nose is recommended when using self-tanning sprays. This will protect the mucous membranes.
I hope this information helps you make a decision.