Are there any health risks associated with eating fresh melon?

Yes. Melons are grown in soil, where they may pick up the pathogens E. coli O157:H7, salmonella, and Campylobacter jejuni. These pathogens can be spread from melon to melon as a result of the way they are handled during harvesting and processing. Melons also may pick up the pathogen Listeria monocytogenes in the processing plant. Human hands, dripping water, contaminated equipment, and storage areas--even air-- are all possible transmitters of listeria contamination.
 
Because they are subject to additional handling, pre-sliced, pre-packaged melons are especially vulnerable to pathogen contamination. Slicing at home can also transfer pathogens from the rind to the underlying fruit. It can do the same at home, which is why careful handling of melons is required prior to serving.
 
Melons also are subject to mold growth due to their high moisture content. Over time, they also may spoil as a result of oxidation.
 
Source(s):
www.startsampling.com
Microbiology of Fruits and Vegetables
Spirittrek.com "Mold Allergies"
Wholefoodsmarket.com