Unfortunately it’s hard to discriminate between safe materials and not - for example, the glue in some plywoods can be a problem, and some unsafe plastics can look like (and even be mislabeled as) safe ones.
If you’re very careful and don’t mind a lot of research, you can definitely sort it out yourself, but this difficulty is a big part of the reason we decided to sell materials ourselves. (You can also buy known-good materials from places like Inventables and Laserbits).