There could be dangerous levels of bacteria in the sand, according to a recent study that was published in the American Journal of Epidemiology.
Considering that the beach and ocean have tons of sand, this seems a little extreme. However, it has been found that water with bacteria from sewage can spread the bacteria to the sand as well, so beachgoers should be careful.
Here are some safety issues to think about before going to the beach:
1) How close is the beach to a sewage treatment plant? If it's close, don't go there!
2) Does the ocean at the beach have a ban from swimming due to bacteria? If so, don't play in the sand (and obviously not the water). Sit or lay on a towel at least, so you are not exposed to the sand for a long period of time.
3) Bring hand sanitizer and wash your hands before you eat anything. If not, you could be eating more bacteria than you want.
4) Be aware that diarrhea or vomiting about 10 to 12 days after visiting the beach is not a good sign and could be linked to bacteria.
5) Don't even think about burying yourself in the sand! Especially don't let children bury themselves in sand, at least when bacteria is suggested to be in the sand. Even if it isn't, I wouldn't risk it. Also, if there's a lot of trash around, that probably is not a good sign.
Be proactive and you won't have to worry about these added health problems.
Sources:
http://www.nytimes.com/2009/07/21/health/research/21haza.html?_r=1&ref=health
http://aje.oxfordjournals.org/cgi/content/abstract/170/2/164