Also make sure that you have something laser proof under whatever you are cutting.
Printing surfaces are not usually laser proof.

And don't forget the smoke :-) Some kind of extraction hood and exhaust to outside is a good idea, and easy to do. You could get away with something as simple as a computer case fan and an expanding tumble dryer tube.

The only things I've engraved are very small peices of leather and woodfill filament. Fortunately i like the smell of burning leather and i don't think the filament gave off any noticeable smoke.

That was with just a 1000mw laser though.