Safety rules for DIY projects involving 220V
What should be done to prevent danger and what are the risks?

fire, usually caused by a short circuit, have a fuse, check all connections are secure, don't connect the mains to the 5v circuit. Check the relays are rated for the correct current, take into account inductive loads such as motors, transformers, power supplies etc.
electrocution, don't have any exposed connections that are live or neutral, if you can touch it and it is metal it shouldn't be live or neutral and should be earthed.
earth leakage tripping RCD or GFCI, don't have any path between live and earth or neutral and earth.

Always use the relay to switch the live side of the circuit, and as you are in france where they have some non-polarised connectors, only use plugs with earth sockets in to ensure that the live (switched side) is always connected to the same pin and isn't connected to neutral.