What are the risks of having facial hair transplant?

The general risks are swelling, redness, infection, nerve damage, scarring, etc.You will be signing off on all these on your surgery consent form.  You can ask for it in advance so you can have a chance to think about it. It is always a good idea to follow up with your doctor to address your concerns.There is a difference between reassurance and facts.  You need to know the facts and be reassured on your own with the knowledge you gained from doing your research. 

As with any cosmetic procedure, there are risks
involved with a facial hair transplant or beard transplant procedure. Such
risks include bruising and swelling, redness in the region, pain, and
scarring. Still, the associated risks
are relatively minimal and it is rare that such discomfort persists longer than
usual. Because the benefits far outweigh the costs, these risks should not be a
major deterring factor from proceeding with such a potentially life-changing
procedure. Having a facial hair transplant can significantly boost your
self-confidence and complement your appearance. 

Spend some time with your doctor and he should be able to give you the reassurance you need. Ask him to introduce you to former patients that had it and that should give you even more assurance.  The surgery is straight forward so I won't spend time discussing it here.