Raw flour is fine to eat - what you might want to be concerned with is that you are using fresh flour. Whole wheat especially has a higher amount of natural oil in it and long term storage can lead to the flour going rancid - easy to tell though - when flour goes stale, it smells and tastes flat, just as stale oil will. You'd want to be concerned in areas with hot temps/humidity.
That is one reason why to buy flour in small packages if you don't use a lot. Turn over is very important.

It used to be that flour would get contaminated by bugs, such as would happen to rice. It isn't such a big issue these days - but if the thought grosses you out, cook your flour.

The other health hazard of flour is to not get powder in your lungs - flour in the air is easy to suck in, this can cause very bad lung issues. (Ie....one reason to get kids to NEVER "antique" their friends......)

Of course, raw flour can cause tummy upsets as well. So eater beware.