Along with myself, there are quite a few members joining who are new to CNC Milling and Turning and because of its overall strength and cheapness, MDF (Medium Density Fibre) Is a popular choice of material for building low end CNC Machines. Myself I have used it exclusively for making hull formers for the scale model ships I build and one of the reasons I am building a CNC is tocut out these formers more accurately and easier with CNC mill.
Unfortunately you will never find warnings in timber stores about the hazards of MDF, contained in the toxic material used to bond the fibres into those innocent looking sheets.
Cutting and Sanding MDF in and by any form is extremely hazardous whether by hand or machine and at all times a quality facial mask with a replaceable filter should always be used. In fact when ever cutting or machining any kind of material that raises fine dust should also be treated with precaution.
Similarly, you should always wear full wrap around glasses, do not rely on your prescription glasses, often today's fashions do not offer 100% protection.
I have deliberately avoided going into the chemical analysis of the compounds used as they vary from country to country - check on-line!
Have a great and safe day.

Cheers Dave.