The place is overcrouded from 29 Dec to 4 January, from 1st to 7th Feb. because of national holidays - you will be waisting your time in a terrible line to get to the gondola lift. I have started skiing after 12.00
There are no dangers or warnings to describe for Bansko. Its a very relaxed village with friendly people. Of course there are many kidnappers in the park of the village at midnight masked in a clownsuite, but since they dont speak any other language then Bulgarian they are not able to contact and approach foreigners.
I am in hurry to tell about this because of my own bad experience. There is a great amount of cars, which get stucked in non-expected big snows. That's why every car or bus going to Bansko and the whole area in winter must have a complect of wheel-chains. It would be usual if in a likely conditions you lose several hours more to get out of the traffic jams.