Driving.
I struggle to feel safe when I'm behind the wheel... I can drive well 99% of the time, but I tend to get distracted quite easily and suffer from lapses in concentration, which is obviously dangerous if it happens at the wrong time. Fortunately, I've never been in an accident, but I have had some near misses...
I prefer to stick to situations and activities where a lapse in concentration isn't going to kill me.