Is iron pyrite dangerous to handle?
Pyrite does not turn into sulfuric acid. You can burn it with oxygen to give iron oxide and $\ce{SO2}$.

$\ce{4 FeS2 + 11 O2 -&gt; 2Fe2O3 + 8 SO2}$

$\ce{SO2}$ with water gives sulfurous acid. To really get sulfuric acid, $\ce{SO2}$ needs to be oxidised to $\ce{SO3}$ (Contact process), and then reacted with water. Actually with more sulfuric acid to give oleum, which decomposes into two equivalents of sulfuric acid upon dilution with water.

The surface of the pyrite will react very slowly in the acidic conditions in your hand. Very, very slowly. There might be a faint smell of $\ce{H2S}$ recognisable if you handle the pyrite for a while in your sweaty hands. 

(Also with water and oxygen from the air, pyrite will slowly react, to finally give sulfuric acid, which will speed up further reaction/degradation. But this typically needs decades of very bad ventilation.)