Any risks involved? I NEVER go to the doctor for anything and my wife is considering one soon, what should I be watching out for? 

Analogous to what I said here: https://www.cathinfo.com/health-and-nutrition/journal-article/msg763170/#msg763170 ,
whether it is driving to the store, taking ivermectin, or …getting a diagnostic ultrasound, risk/benefit of doing/not doing should be assessed. If a person can't/won't trust their doctor, they should get a doctor they can/will trust.

Nobody has perfect knowledge and something horrible about diagnostic ultrasound might be discovered tonight. Barring that, diagnostic ultrasounds have been common for about 50 years and, notwithstanding concerns about cancer therapeutic ultrasound and "souvenir ultrasounds", diagnostic ultrasound has a very favorable risk/benefit ratio.

Coincidentally, in a discussion about wound ballistics today, I quoted:

"The [AMA] Council expressed its horror of the single shock wave of a high velocity bullet, failing to note that the average Extracorporeal Shock Wave Lithotripsy [therapeutic ultrasound kidney stone busting] utilizes about 2,000 shock wave pulses, each of which is three times that of the 'high velocity' bullet, without any evidence whatsoever of soft tissue damage." Fackler ML, Malinowski JA, Hoxie SW, and Jason A. Wounding Effects of the AK-47 Rifle Used by Patrick Purdy in the Stockton, California, Schoolyard Shooting of January 17, 1989. Am J Forensic Medicine and Path. 1990; 11(3): 185-90.

And tonight I parsed a lengthy physics-heavy article discussing the safety of ultrasound. Here is the article's conclusion:

8. SUMMARY AND CONCLUSIONS
The first mention that ultrasound could be used to produce images of the foetal head was probably in a lecture given by Ian Donald in 1959. Since that time, the use of ultrasound in obstetrics has grown rapidly, and has a generally accepted excellent safety record. However, it is impossible to prove zero risk, and the absence of evidence of harm should not be taken as evidence of absence of harm. The epidemiological evidence that exists is reassuring as to the safety of routine ultrasound scanning, but of necessity it only includes subjects who were imaged with devices that were state of the art at the time (mostly early 1980s). No pulsed Doppler or colour flow examinations are included, and the output from modern ultrasound scanners is considerably higher today than it was at that time. It is, therefore, essential to remain vigilant, and to assess new technologies and applications from a safety aspect as they arise.

Above all, ultrasound scans should only be carried out when there is a clinical need, and only by fully trained professionals who understand the modality and its safe use. This is especially vital for obstetric scanning.

Ter Har G. Ultrasonic imaging: safety consideration. Interface Focus. 2011 Aug 6; 1(4): 686–697.

I go to a very savvy naturopath (when I am not in a COVID coma) who orders diagnostic ultrasounds and uses ultrasound guidance for certain injections.