WebMD Locker Room Risks
Your Feet
I always considered the biggest risk athletes foot but nail infections are high on the list. To protect against this and other risks to your feet wear shower shoes (flip flops), and make sure you sterilize them periodically.
Towels
I was once responsible for washing the towels as well as everything else at the clubs I worked at. Soap, hot water, and a hot dryer seemed to do the trick for sterilization. Never put out damp towels. In today's risk environment I bring my own towels or shower at home or in my hotel room.
Water Burns
I've stepped into showers and had steaming hot water hit me when a toilet flushes in a locker room. Just changes in water availability can cause an extreme change in temperatures so be ready to move as hot water can cause serious burns. A blast of cold water can also be exciting. I had that happen to me in an Army locker room where the water went from warm to freezing instantly. It is great for getting up the heart rate but at least you don't suffer burns.
Hot Tubs / Whirlpools
I stay out of these. I was a certified pool operator and ran the whirlpool in a club and saw the difficulty in keeping the balance between too much chlorine and a bacteria laden soup. In such a small body of water with heat added to it the balance was very hard to maintain. As a user, I only went in once over years of that option available to me. Once I changed the filters and saw the accumulation of filth on them I decided to pass on the experience.