If you practice safe sex there are very minimal risks to your health from being sexually active.
By safe sex I mean preventing pregnancy (which does carry risks and many times just are not good times in life to be having a baby) and preventing sexually transmitted infections.
For those very serious about practicing safe sex I would recommend the women getting on prescription hormonal contraceptives like the pill, mini pill, patch, vaginal ring, shot, IUD, or implant. These are the most effective non permanent methods of preventing pregnancy. To protect against STIs I would recommend using either a male or female condom for vaginal intercourse, a male condom for anal sex, and a dental dam for oral intercourse.
Individuals who are sexually active should get tested for STIs as their healthcare provider recommends. Women should also get a PAP smear as their healthcare provider recommends.