The first thing you should know is that some ingredients in scented lotions are more dangerous than others. Diazolidinyl Urea, for example, is used in many scented lotions and cosmetics as a preservative. It can release formaldehyde over a long period time and has been linked to cancer (via the Independent). Propylene Glycol is used in lotions to prevent moisture from escaping from the product, but the Environmental Workin Group (EWG) reported that it is a strong skin irritant classified as "toxic or harmful" that can cause rashes and over-drying. 

Parabens are another controversial ingredient found in many products like skin lotion. While some say their danger has been over-hyped, they are a common allergen that come with some problems. Longer paraben chains, including Propylparaben and Butylparaben, have been connected to disruptive estrogenic activity in the body (via the EWG). Not only can the ingredients cause hormonal disruptions, but too much estrogen is known to cause some forms of cancer.

Some scented lotions use more natural ingredients and may not contain any of these problematic chemicals, but in order for you to be certain, it's important to read the labels. Not sure what's safe and what's not? You can run your product through the EWG's Skin Deep app and see how it is rated.