Due to heightened activity at the nursery the dog may lose weight despite schedule intake of food
It depends as if he is first timer he may refuse to eat in the beginning and slowly get into normal habit.
Unspayed female dog may get pregnant at the Nursery despite all safety measure being taken.
Despite all vaccination a dog can still get infection during his/her stay over here and the symptom can develop well after 3/4 days of check out.
There could be a remote possibility of injury due to high excitement during indoor/outdoor play where it can get hurt accidentally.