Are there any security risks if I do http GET or HEAD requests to links people submitted(so it can be absolutely anything) from my server?
There are few I can come up with:
The attacker could setup a server that takes a long time to respond or return a bogus HTTP header that causes your thread/process to take a long time to respond, this may cause a DDOS on your system.
The attacker my point you to link that download a huge file which would cause your system memory/hd to blow up
Your HTTP client might have security holes in it that could be exploited by a crafted GET response