Sentiment analysis has always been an important driver of political decisions and campaigns across all fields. Novel technologies allow automatizing analysis of sentiments on a big scale and hence provide allegedly more accurate outcomes. With user numbers in the billions and their increasingly important role in societal discussions, social media platforms become a glaring data source for these types of analysis. Due to its public availability, the relative ease of access and the sheer amount of available data, the Twitter API has become a particularly important source to researchers and data analysts alike. Despite the evident value of these data sources, the analysis of such data comes with legal, ethical and societal risks that should be taken into consideration when analysing data from Twitter. This paper describes these risks along the technical processing pipeline and proposes related mitigation measures.