Is there any risk of illness from eating fish?

Yes, particularly if eaten raw or if the fish is undercooked. However, the majority of pathogens, including the bacteria Vibrio parahaemolyticus, are more common to shellfish.    Parasites may be present in a number of fish, including salmon, herring, and cod.
 
Another concern is spoilage, since fish begin to deteriorate as soon as it leaves the water. Spoilage  bacteria aren't dangerous. However, fish should not be consumed if it smells bad or looks slimy or discolored.
 
Source(s):
About.com "Food Poisoning and Food Spoilage"