The SAR radiation level is 0.15 W/kg, on your wrist. There are some health concerns with holding a cell phone up to your head (level is 1.1 W/kg) because of experiments on rats that show blood-brain barrier permeability at that level.
Unless you have a brain on your wrist you're probably ok. 🙂
Unfortunately early reports show the AirPods are almost half as strong (0.4 W/kg) as holding an iPhone up to your head, so I'm not sure what to think about those!